+406.7%
BNY vs ALB
+78.3%
+328.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.5% | +0.8% |
| 7D | -1.3% | -6.6% | +5.3% | +0.1% |
| 30D | -0.2% | -8.1% | +8.0% | +1.4% |
| 3M | +14.9% | -25.7% | +40.6% | +22.0% |
| 6M | +40.0% | -29.5% | +69.4% | +48.6% |
| YTD | +42.0% | -16.2% | +58.2% | +43.5% |
| 1Y | +56.9% | +59.2% | -2.4% | +34.2% |
| 3Y | +289.9% | -33.7% | +323.6% | +287.8% |
| 5Y | +259.2% | -48.1% | +307.3% | +264.6% |
| All | +406.7% | +78.3% | +328.4% | +219.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling