+316.9%
BNY vs ACWI
+224.5%
+92.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.7% |
| 7D | +3.9% | +2.4% | +1.4% | +1.3% |
| 30D | +11.9% | -1.7% | +13.6% | +13.8% |
| 3M | -5.0% | -3.9% | -1.1% | -1.2% |
| 6M | +14.6% | +0.8% | +13.8% | +13.2% |
| YTD | +34.5% | +11.0% | +23.4% | +19.8% |
| 1Y | +40.6% | +13.1% | +27.5% | +22.9% |
| 3Y | +261.7% | +73.9% | +187.8% | +99.0% |
| 5Y | +192.3% | +59.0% | +133.3% | +77.3% |
| All | +316.9% | +224.5% | +92.4% | +21.6% |
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