+483.5%
BNY vs ACM
+228.1%
+255.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | +1.5% | -0.3% | +1.7% | +1.6% |
| 30D | +3.3% | -12.9% | +16.2% | +9.4% |
| 3M | +15.3% | -6.4% | +21.7% | +17.1% |
| 6M | +42.5% | -29.2% | +71.7% | +65.1% |
| YTD | +42.0% | -29.9% | +72.0% | +64.5% |
| 1Y | +59.3% | -47.3% | +106.6% | +111.3% |
| 3Y | +291.2% | -19.6% | +310.8% | +309.5% |
| 5Y | +252.1% | +5.5% | +246.5% | +215.8% |
| 10Y | +407.1% | +129.7% | +277.4% | +179.1% |
| All | +483.5% | +228.1% | +255.4% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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