+1,821.9%
BA vs BNY
+8,176.7%
-6,354.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.2% | +1.4% | -0.3% | +0.6% |
| 30D | -11.6% | +3.8% | -15.5% | -12.9% |
| 3M | -2.4% | +14.9% | -17.3% | -7.5% |
| 6M | -6.6% | +40.3% | -47.0% | -18.0% |
| YTD | -2.2% | +43.8% | -46.0% | -15.2% |
| 1Y | -8.0% | +58.9% | -66.9% | -23.3% |
| 3Y | -5.0% | +290.4% | -295.4% | -43.5% |
| 5Y | -2.7% | +250.1% | -252.8% | -40.0% |
| 10Y | +75.9% | +410.7% | -334.8% | -2.9% |
| All | +1,821.9% | +8,176.7% | -6,354.8% | +285.9% |
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