+252.3%
BNY vs ACGL
+152.7%
+99.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +0.3% | -2.1% | +2.4% | +1.0% |
| 30D | +1.9% | -2.2% | +4.1% | +2.7% |
| 3M | +13.9% | +6.3% | +7.6% | +10.8% |
| 6M | +42.3% | +0.5% | +41.8% | +41.1% |
| YTD | +41.8% | +0.2% | +41.6% | +40.2% |
| 1Y | +57.9% | +7.3% | +50.7% | +51.5% |
| 3Y | +290.7% | +30.8% | +259.9% | +230.8% |
| 5Y | +252.3% | +155.8% | +96.5% | +92.1% |
| All | +252.3% | +152.7% | +99.6% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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