+1,452.9%
BA vs BNY
+7,642.9%
-6,190.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -1.1% | +3.9% | -4.9% | -2.5% |
| 30D | -7.1% | +11.9% | -19.1% | -11.0% |
| 3M | -25.5% | -5.0% | -20.5% | -24.2% |
| 6M | -28.7% | +14.6% | -43.3% | -32.5% |
| YTD | -21.0% | +34.5% | -55.5% | -29.8% |
| 1Y | -11.9% | +40.6% | -52.5% | -23.0% |
| 3Y | -16.2% | +261.7% | -277.9% | -48.7% |
| 5Y | -22.4% | +192.3% | -214.7% | -48.8% |
| 10Y | +24.5% | +324.0% | -299.4% | -26.9% |
| All | +1,452.9% | +7,642.9% | -6,190.0% | +219.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling