-10.6%
BA vs BNY
+45.2%
-55.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.4% |
| 7D | +5.9% | +2.8% | +3.1% | +5.0% |
| 30D | -8.2% | +6.7% | -14.9% | -10.0% |
| 3M | -25.4% | -2.2% | -23.2% | -25.0% |
| 6M | -20.0% | +16.8% | -36.8% | -23.6% |
| YTD | -18.5% | +33.9% | -52.4% | -25.2% |
| 1Y | -10.6% | +43.9% | -54.5% | -21.4% |
| All | -10.6% | +45.2% | -55.8% | -21.4% |
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