+97.7%
BNY vs ADVB
-89.4%
+187.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | -0.2% |
| 7D | +0.3% | -13.0% | +13.3% | +0.3% |
| 30D | +1.9% | +7.5% | -5.5% | +1.9% |
| 3M | +13.9% | +129.1% | -115.2% | +13.3% |
| 6M | +42.3% | +71.7% | -29.4% | +41.1% |
| YTD | +41.8% | +45.5% | -3.7% | +40.8% |
| 1Y | +57.9% | -2.7% | +60.7% | +57.1% |
| All | +97.7% | -89.4% | +187.0% | +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 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