+236.1%
ALNY vs BNY
+416.3%
-180.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -6.5% | -1.3% | -5.2% | -6.1% |
| 30D | +11.0% | -0.2% | +11.2% | +11.1% |
| 3M | -14.1% | +14.9% | -29.0% | -19.1% |
| 6M | -22.4% | +40.0% | -62.4% | -32.4% |
| YTD | -37.5% | +42.0% | -79.4% | -46.0% |
| 1Y | -46.9% | +56.9% | -103.8% | -56.1% |
| 3Y | +22.1% | +289.9% | -267.8% | -29.8% |
| 5Y | +31.2% | +259.2% | -228.0% | -24.3% |
| All | +236.1% | +416.3% | -180.2% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling