+563.1%
BNY vs A
+434.5%
+128.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +0.3% | -4.4% | +4.7% | +1.7% |
| 30D | +1.9% | -2.7% | +4.6% | +2.6% |
| 3M | +13.9% | +7.0% | +6.8% | +10.9% |
| 6M | +42.3% | +24.6% | +17.7% | +31.0% |
| YTD | +41.8% | +7.0% | +34.8% | +36.9% |
| 1Y | +57.9% | +15.6% | +42.4% | +48.0% |
| 3Y | +290.7% | +29.9% | +260.8% | +244.6% |
| 5Y | +252.3% | -15.4% | +267.7% | +251.4% |
| 10Y | +412.8% | +248.9% | +163.9% | +222.9% |
| All | +563.1% | +434.5% | +128.6% | +211.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling