+7,926.8%
BNY vs APD
+6,042.2%
+1,884.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | +1.5% | -2.5% | +4.0% | +2.8% |
| 30D | +3.3% | -1.9% | +5.2% | +4.3% |
| 3M | +15.3% | +8.2% | +7.1% | +9.7% |
| 6M | +42.5% | +10.7% | +31.7% | +33.4% |
| YTD | +42.0% | +22.9% | +19.1% | +24.9% |
| 1Y | +59.3% | +5.8% | +53.5% | +50.5% |
| 3Y | +291.2% | +7.8% | +283.4% | +250.9% |
| 5Y | +252.1% | +26.1% | +225.9% | +183.1% |
| 10Y | +407.1% | +163.7% | +243.4% | +156.9% |
| All | +7,926.8% | +6,042.2% | +1,884.6% | +725.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling