+56.9%
BNY vs ALM
+247.3%
-190.5%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.6% | +0.4% |
| 7D | -1.3% | -11.8% | +10.5% | -0.8% |
| 30D | -0.2% | +7.8% | -8.0% | -0.8% |
| 3M | +14.9% | -9.3% | +24.2% | +14.9% |
| 6M | +40.0% | -30.5% | +70.5% | +40.9% |
| YTD | +42.0% | +75.8% | -33.8% | +35.7% |
| 1Y | +56.9% | +241.2% | -184.3% | +50.1% |
| All | +56.9% | +247.3% | -190.5% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling