-1.8%
BA vs BNY
+250.0%
-251.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | -11.3% | +1.9% | -13.3% | -12.4% |
| 3M | -3.8% | +13.9% | -17.7% | -11.2% |
| 6M | -8.3% | +42.3% | -50.6% | -26.0% |
| YTD | -4.9% | +41.8% | -46.8% | -23.7% |
| 1Y | -10.1% | +57.9% | -68.0% | -32.7% |
| 3Y | -2.3% | +290.7% | -293.0% | -59.2% |
| All | -1.8% | +250.0% | -251.8% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling