+259.0%
BNY vs ALB
-48.1%
+307.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | +0.6% |
| 7D | -1.1% | -7.6% | +6.5% | +0.3% |
| 30D | +1.4% | -5.6% | +7.0% | +2.2% |
| 3M | +16.8% | -16.8% | +33.7% | +20.0% |
| 6M | +42.0% | -26.3% | +68.3% | +47.8% |
| YTD | +41.9% | -13.2% | +55.1% | +42.3% |
| 1Y | +59.2% | +68.8% | -9.6% | +39.1% |
| 3Y | +290.9% | -30.7% | +321.6% | +292.9% |
| 5Y | +259.0% | -46.3% | +305.3% | +270.1% |
| All | +259.0% | -48.1% | +307.2% | +270.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling