+977.4%
BNY vs AMCR
+93.5%
+883.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -1.3% | -6.3% | +4.9% | +0.7% |
| 30D | -0.2% | -7.8% | +7.6% | +2.3% |
| 3M | +14.9% | +7.5% | +7.4% | +11.8% |
| 6M | +40.0% | +2.7% | +37.3% | +37.4% |
| YTD | +42.0% | +6.0% | +35.9% | +37.2% |
| 1Y | +56.9% | +7.8% | +49.1% | +50.4% |
| 3Y | +289.9% | +5.8% | +284.1% | +269.9% |
| 5Y | +259.2% | -11.6% | +270.8% | +261.1% |
| 10Y | +413.3% | +14.6% | +398.6% | +353.1% |
| All | +977.4% | +93.5% | +883.9% | +850.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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