+256.9%
BNY vs A
-14.3%
+271.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | -0.7% |
| 7D | -1.3% | -2.6% | +1.3% | -0.6% |
| 30D | -0.2% | -0.9% | +0.7% | -0.1% |
| 3M | +14.9% | +13.6% | +1.3% | +10.2% |
| 6M | +40.0% | +27.8% | +12.2% | +28.5% |
| YTD | +42.0% | +8.6% | +33.3% | +37.2% |
| 1Y | +56.9% | +16.9% | +40.0% | +47.2% |
| 3Y | +289.9% | +32.9% | +257.0% | +235.0% |
| All | +256.9% | -14.3% | +271.2% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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