+43.9%
BNY vs AG
+29.4%
+14.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.1% | -6.9% | +1.5% |
| 7D | +2.8% | -2.6% | +5.4% | +2.9% |
| 30D | +6.7% | -12.1% | +18.8% | +7.6% |
| 3M | -2.2% | -6.6% | +4.4% | -2.1% |
| 6M | +16.8% | -20.5% | +37.2% | +17.6% |
| YTD | +33.9% | -7.4% | +41.3% | +30.4% |
| 1Y | +43.9% | +33.4% | +10.5% | +32.6% |
| All | +43.9% | +29.4% | +14.5% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling