+43.9%
BNY vs ALB
+4.7%
+39.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.3% | -3.0% | +1.8% |
| 7D | +2.8% | -2.1% | +4.8% | +2.9% |
| 30D | +6.7% | -9.0% | +15.7% | +7.5% |
| 3M | -2.2% | -21.1% | +18.9% | -0.5% |
| 6M | +16.8% | -49.9% | +66.7% | +24.6% |
| YTD | +33.9% | -32.3% | +66.2% | +37.2% |
| 1Y | +43.9% | +8.6% | +35.3% | +41.1% |
| All | +43.9% | +4.7% | +39.2% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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