+574.3%
BNY vs ALLE
+260.9%
+313.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | +1.4% | -0.2% | +1.7% | +1.5% |
| 30D | +3.8% | -6.8% | +10.6% | +7.3% |
| 3M | +14.9% | +21.0% | -6.1% | +3.5% |
| 6M | +40.3% | +1.1% | +39.2% | +37.7% |
| YTD | +43.8% | -0.5% | +44.3% | +41.3% |
| 1Y | +58.9% | -7.3% | +66.1% | +61.4% |
| 3Y | +290.4% | +42.3% | +248.2% | +208.8% |
| 5Y | +250.1% | +13.5% | +236.6% | +205.7% |
| 10Y | +410.7% | +144.0% | +266.7% | +190.9% |
| All | +574.3% | +260.9% | +313.4% | +229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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