-11.9%
BA vs BNY
+39.1%
-50.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -1.1% | +3.9% | -4.9% | -2.3% |
| 30D | -7.1% | +11.9% | -19.1% | -10.4% |
| 3M | -25.5% | -5.0% | -20.5% | -24.6% |
| 6M | -28.7% | +14.6% | -43.3% | -31.6% |
| YTD | -21.0% | +34.5% | -55.5% | -27.8% |
| 1Y | -11.9% | +40.6% | -52.5% | -20.5% |
| All | -11.9% | +39.1% | -50.9% | -20.5% |
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