+256.9%
BNY vs ADM
+65.2%
+191.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.3% | +2.5% | -3.8% | -1.9% |
| 30D | -0.2% | +9.5% | -9.6% | -2.4% |
| 3M | +14.9% | +10.6% | +4.3% | +11.8% |
| 6M | +40.0% | +24.0% | +16.0% | +31.8% |
| YTD | +42.0% | +54.0% | -12.0% | +25.9% |
| 1Y | +56.9% | +45.3% | +11.5% | +40.9% |
| 3Y | +289.9% | +21.8% | +268.1% | +264.5% |
| All | +256.9% | +65.2% | +191.7% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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