+406.7%
BNY vs AG
+68.4%
+338.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +3.0% | +0.2% |
| 7D | -1.3% | -6.7% | +5.4% | -1.0% |
| 30D | -0.2% | +2.2% | -2.3% | -0.3% |
| 3M | +14.9% | +15.7% | -0.8% | +13.9% |
| 6M | +40.0% | -23.8% | +63.8% | +40.9% |
| YTD | +42.0% | +17.6% | +24.3% | +39.8% |
| 1Y | +56.9% | +88.6% | -31.8% | +51.1% |
| 3Y | +289.9% | +253.4% | +36.4% | +261.3% |
| 5Y | +259.2% | +62.4% | +196.8% | +238.0% |
| All | +406.7% | +68.4% | +338.4% | +374.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling