+4,727.8%
BNY vs ALL
+3,582.8%
+1,145.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.4% |
| 7D | -1.3% | -2.3% | +0.9% | 0.0% |
| 30D | -0.2% | -0.4% | +0.3% | 0.0% |
| 3M | +14.9% | +16.0% | -1.1% | +3.8% |
| 6M | +40.0% | +24.6% | +15.4% | +20.4% |
| YTD | +42.0% | +23.7% | +18.3% | +21.6% |
| 1Y | +56.9% | +27.7% | +29.1% | +31.1% |
| 3Y | +289.9% | +150.2% | +139.6% | +108.1% |
| 5Y | +259.2% | +117.1% | +142.1% | +102.7% |
| 10Y | +413.3% | +365.1% | +48.2% | +75.7% |
| All | +4,727.8% | +3,582.8% | +1,145.0% | +495.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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