+1,376.6%
BAC vs BNY
+8,066.6%
-6,690.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.6% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | -1.4% | +1.9% | -3.3% | -2.8% |
| 3M | +15.7% | +13.9% | +1.9% | +4.4% |
| 6M | +32.2% | +42.3% | -10.1% | +0.3% |
| YTD | +15.8% | +41.8% | -26.1% | -12.3% |
| 1Y | +27.3% | +57.9% | -30.7% | -11.3% |
| 3Y | +137.5% | +290.7% | -153.3% | -17.8% |
| 5Y | +73.1% | +252.3% | -179.2% | -36.0% |
| 10Y | +397.7% | +412.8% | -15.1% | +39.9% |
| All | +1,376.6% | +8,066.6% | -6,690.0% | -15.5% |
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