+289.7%
BNY vs ALM
+1,934.4%
-1,644.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.6% | +9.7% | +0.4% |
| 7D | -1.1% | -7.1% | +6.1% | -0.8% |
| 30D | +1.4% | +24.7% | -23.3% | +0.4% |
| 3M | +16.8% | +8.3% | +8.5% | +15.9% |
| 6M | +42.0% | -22.2% | +64.2% | +42.0% |
| YTD | +41.9% | +88.1% | -46.2% | +37.4% |
| 1Y | +59.2% | +272.4% | -213.2% | +50.4% |
| All | +289.7% | +1,934.4% | -1,644.7% | +242.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling