+581.5%
BNY vs AR
-28.5%
+610.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.9% | +7.4% | -3.5% | +2.9% |
| 30D | +11.9% | +5.8% | +6.2% | +11.0% |
| 3M | -5.0% | +5.2% | -10.3% | -5.9% |
| 6M | +14.6% | +5.4% | +9.2% | +13.3% |
| YTD | +34.5% | +12.4% | +22.1% | +31.2% |
| 1Y | +40.6% | +12.8% | +27.8% | +36.9% |
| 3Y | +261.7% | +47.2% | +214.5% | +234.7% |
| 5Y | +192.3% | +101.1% | +91.2% | +153.5% |
| 10Y | +324.0% | +57.6% | +266.4% | +234.6% |
| All | +581.5% | -28.5% | +610.0% | +483.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling