+289.7%
BNY vs AG
+260.2%
+29.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.3% |
| 7D | -1.1% | -5.8% | +4.7% | -0.7% |
| 30D | +1.4% | +6.4% | -4.9% | +0.9% |
| 3M | +16.8% | +28.4% | -11.6% | +14.6% |
| 6M | +42.0% | -24.5% | +66.4% | +43.3% |
| YTD | +41.9% | +21.2% | +20.7% | +38.6% |
| 1Y | +59.2% | +114.1% | -54.9% | +50.0% |
| All | +289.7% | +260.2% | +29.5% | +246.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling