+406.7%
BNY vs AME
+445.1%
-38.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.2% | -2.1% |
| 7D | -1.3% | +1.7% | -3.1% | -2.5% |
| 30D | -0.2% | -6.4% | +6.3% | +4.1% |
| 3M | +14.9% | +7.1% | +7.8% | +9.3% |
| 6M | +40.0% | +8.2% | +31.8% | +31.5% |
| YTD | +42.0% | +18.2% | +23.8% | +25.4% |
| 1Y | +56.9% | +26.7% | +30.1% | +31.5% |
| 3Y | +289.9% | +60.7% | +229.2% | +168.5% |
| 5Y | +259.2% | +91.6% | +167.6% | +115.4% |
| All | +406.7% | +445.1% | -38.4% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling