+406.5%
BNY vs ACWI
+230.9%
+175.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.9% |
| 7D | -1.1% | -1.9% | +0.9% | +1.0% |
| 30D | +1.4% | -1.3% | +2.7% | +2.8% |
| 3M | +16.8% | +5.0% | +11.8% | +10.8% |
| 6M | +42.0% | +11.7% | +30.3% | +25.8% |
| YTD | +41.9% | +13.0% | +29.0% | +24.3% |
| 1Y | +59.2% | +19.2% | +40.0% | +31.7% |
| 3Y | +290.9% | +75.0% | +215.9% | +114.1% |
| 5Y | +259.0% | +67.1% | +192.0% | +107.1% |
| All | +406.5% | +230.9% | +175.6% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling