+75.8%
BA vs BNY
+416.3%
-340.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.7% | +2.7% |
| 7D | -0.8% | -1.3% | +0.5% | +0.1% |
| 30D | -9.0% | -0.2% | -8.8% | -8.9% |
| 3M | -5.0% | +14.9% | -20.0% | -14.8% |
| 6M | -1.7% | +40.0% | -41.7% | -23.9% |
| YTD | -3.1% | +42.0% | -45.0% | -26.4% |
| 1Y | -4.3% | +56.9% | -61.2% | -32.9% |
| 3Y | -0.3% | +289.9% | -290.1% | -66.0% |
| 5Y | +0.1% | +259.2% | -259.1% | -64.8% |
| All | +75.8% | +416.3% | -340.5% | -53.0% |
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