+56.9%
BNY vs ALB
+66.4%
-9.5%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.5% | +0.4% |
| 7D | -1.3% | -6.6% | +5.3% | -0.7% |
| 30D | -0.2% | -8.1% | +8.0% | +0.4% |
| 3M | +14.9% | -25.7% | +40.6% | +18.1% |
| 6M | +40.0% | -29.5% | +69.4% | +43.6% |
| YTD | +42.0% | -16.2% | +58.2% | +43.0% |
| 1Y | +56.9% | +59.2% | -2.4% | +51.0% |
| All | +56.9% | +66.4% | -9.5% | +51.0% |
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