+256.8%
BNY vs AG
+68.6%
+188.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.4% |
| 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% | +14.4% |
| 6M | +42.0% | -24.5% | +66.4% | +43.5% |
| YTD | +41.9% | +21.2% | +20.7% | +38.3% |
| 1Y | +59.2% | +114.1% | -54.9% | +48.8% |
| 3Y | +290.9% | +268.0% | +22.9% | +243.1% |
| All | +256.8% | +68.6% | +188.2% | +231.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling