+86.5%
BNY vs ADVB
-97.1%
+183.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.0% | -8.9% | +1.0% |
| 7D | 0.0% | +10.5% | -10.5% | -0.1% |
| 30D | +7.4% | -56.0% | +63.4% | +7.6% |
| 3M | -4.3% | -70.1% | +65.8% | -4.0% |
| 6M | +16.2% | -53.7% | +69.9% | +16.2% |
| YTD | +33.9% | -60.3% | +94.1% | +33.5% |
| 1Y | +39.7% | -73.1% | +112.8% | +39.9% |
| All | +86.5% | -97.1% | +183.6% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling