+406.7%
BNY vs AR
+41.9%
+364.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | -1.3% | -2.5% | +1.2% | -1.0% |
| 30D | -0.2% | +2.5% | -2.7% | -0.5% |
| 3M | +14.9% | +12.3% | +2.6% | +13.0% |
| 6M | +40.0% | -3.1% | +43.1% | +39.9% |
| YTD | +42.0% | +11.5% | +30.5% | +38.9% |
| 1Y | +56.9% | +17.0% | +39.8% | +52.0% |
| 3Y | +289.9% | +47.3% | +242.6% | +260.5% |
| 5Y | +259.2% | +141.2% | +117.9% | +204.1% |
| All | +406.7% | +41.9% | +364.8% | +317.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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