+97.8%
BNY vs ADVB
-88.9%
+186.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | 0.0% |
| 7D | -1.1% | -5.9% | +4.8% | -1.0% |
| 30D | +1.4% | +13.9% | -12.5% | +1.3% |
| 3M | +16.8% | +127.3% | -110.5% | +16.2% |
| 6M | +42.0% | +77.0% | -35.0% | +40.8% |
| YTD | +41.9% | +51.5% | -9.6% | +40.9% |
| 1Y | +59.2% | -11.3% | +70.5% | +58.8% |
| All | +97.8% | -88.9% | +186.7% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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