+73.1%
BAC vs BNY
+256.6%
-183.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | 0.0% | -1.3% | +1.3% | +1.0% |
| 30D | -2.8% | -0.2% | -2.6% | -2.7% |
| 3M | +14.2% | +14.9% | -0.7% | +2.2% |
| 6M | +30.5% | +40.0% | -9.5% | -0.2% |
| YTD | +15.8% | +42.0% | -26.2% | -12.9% |
| 1Y | +26.2% | +56.9% | -30.7% | -12.5% |
| 3Y | +136.5% | +289.9% | -153.3% | -21.2% |
| All | +73.1% | +256.6% | -183.5% | -41.9% |
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 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