+293.1%
BNY vs ALC
+16.1%
+277.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -1.3% | -6.3% | +5.0% | +1.2% |
| 30D | -0.2% | -10.3% | +10.1% | +4.1% |
| 3M | +14.9% | -0.7% | +15.7% | +14.5% |
| 6M | +40.0% | -17.8% | +57.8% | +49.8% |
| YTD | +42.0% | -15.8% | +57.8% | +50.2% |
| 1Y | +56.9% | -16.7% | +73.6% | +66.1% |
| 3Y | +289.9% | -19.7% | +309.6% | +308.6% |
| 5Y | +259.2% | -19.8% | +279.0% | +266.8% |
| All | +293.1% | +16.1% | +277.0% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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