+20.4%
PATH vs BIYA
-99.9%
+120.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.6% | +3.9% | -3.5% |
| 7D | -5.6% | -10.6% | +5.0% | -5.4% |
| 30D | -0.7% | -19.4% | +18.7% | -0.7% |
| 3M | -5.9% | -61.5% | +55.7% | -4.3% |
| 6M | +21.6% | -91.5% | +113.1% | +22.1% |
| YTD | -20.6% | -97.2% | +76.5% | -20.0% |
| 1Y | -10.6% | -98.4% | +87.8% | -9.0% |
| All | +20.4% | -99.9% | +120.2% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BIYA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling