+256.9%
BNY vs AA
+1.1%
+255.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.3% | -3.4% | +2.1% | -0.8% |
| 30D | -0.2% | -5.8% | +5.6% | +0.7% |
| 3M | +14.9% | -29.9% | +44.8% | +21.7% |
| 6M | +40.0% | -27.0% | +67.0% | +45.9% |
| YTD | +42.0% | -8.7% | +50.7% | +41.3% |
| 1Y | +56.9% | +50.6% | +6.2% | +41.0% |
| 3Y | +289.9% | +74.1% | +215.8% | +224.1% |
| All | +256.9% | +1.1% | +255.9% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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