+657.6%
BNY vs ALM
+8,043.4%
-7,385.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | -0.2% |
| 7D | +0.3% | +3.6% | -3.3% | +0.3% |
| 30D | +1.9% | +33.8% | -31.9% | +1.9% |
| 3M | +13.9% | +14.8% | -0.9% | +13.8% |
| 6M | +42.3% | -7.0% | +49.3% | +42.3% |
| YTD | +41.8% | +108.1% | -66.2% | +41.5% |
| 1Y | +57.9% | +313.8% | -255.8% | +57.4% |
| 3Y | +290.7% | +2,227.6% | -1,936.9% | +287.8% |
| 5Y | +252.3% | +956.6% | -704.4% | +249.9% |
| 10Y | +412.8% | +3,082.3% | -2,669.5% | +408.6% |
| All | +657.6% | +8,043.4% | -7,385.8% | +651.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling