+7,916.8%
BNY vs ADM
+1,954.9%
+5,961.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.2% |
| 7D | +0.3% | +1.4% | -1.1% | -0.3% |
| 30D | +1.9% | +8.2% | -6.3% | -1.5% |
| 3M | +13.9% | +8.7% | +5.2% | +9.4% |
| 6M | +42.3% | +29.1% | +13.2% | +26.7% |
| YTD | +41.8% | +53.7% | -11.8% | +17.1% |
| 1Y | +57.9% | +43.2% | +14.7% | +33.5% |
| 3Y | +290.7% | +21.4% | +269.3% | +239.8% |
| 5Y | +252.3% | +67.1% | +185.2% | +161.4% |
| 10Y | +412.8% | +176.6% | +236.2% | +203.4% |
| All | +7,916.8% | +1,954.9% | +5,961.8% | +2,102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling