-62.0%
ALNY vs BNY
+45.2%
-107.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.5% | +0.6% |
| 7D | -30.7% | +2.8% | -33.5% | -30.8% |
| 30D | -26.7% | +6.7% | -33.4% | -27.2% |
| 3M | -26.4% | -2.2% | -24.3% | -26.6% |
| 6M | -45.9% | +16.8% | -62.7% | -48.1% |
| YTD | -59.5% | +33.9% | -93.4% | -62.2% |
| 1Y | -62.0% | +43.9% | -105.9% | -64.6% |
| All | -62.0% | +45.2% | -107.1% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1y: compounded portfolio wealth divided by compounded BNY 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…
1y analysis · Full analysis span regression · 6 months rolling