+4,830.4%
BNY vs ALB
+2,911.7%
+1,918.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.1% |
| 7D | +1.5% | -4.4% | +5.9% | +2.9% |
| 30D | +3.3% | -1.2% | +4.5% | +3.3% |
| 3M | +15.3% | -13.3% | +28.6% | +19.6% |
| 6M | +42.5% | -19.8% | +62.2% | +48.9% |
| YTD | +42.0% | -7.9% | +50.0% | +39.6% |
| 1Y | +59.3% | +60.2% | -0.9% | +25.6% |
| 3Y | +291.2% | -26.4% | +317.7% | +261.5% |
| 5Y | +252.1% | -42.5% | +294.6% | +231.6% |
| 10Y | +407.1% | +83.0% | +324.1% | +155.0% |
| All | +4,830.4% | +2,911.7% | +1,918.6% | +860.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling