+406.7%
BNY vs APD
+166.7%
+240.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -1.3% | -3.3% | +1.9% | +0.2% |
| 30D | -0.2% | -4.2% | +4.0% | +1.7% |
| 3M | +14.9% | +5.4% | +9.5% | +11.6% |
| 6M | +40.0% | +6.3% | +33.7% | +35.0% |
| YTD | +42.0% | +20.3% | +21.6% | +28.5% |
| 1Y | +56.9% | +1.6% | +55.3% | +52.9% |
| 3Y | +289.9% | +4.0% | +285.9% | +264.1% |
| 5Y | +259.2% | +23.3% | +235.9% | +197.0% |
| All | +406.7% | +166.7% | +240.1% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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