+619.7%
BNY vs AR
-27.8%
+647.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +1.5% | -1.8% | +3.3% | +1.7% |
| 30D | +3.3% | +12.6% | -9.3% | +1.7% |
| 3M | +15.3% | +10.0% | +5.3% | +13.7% |
| 6M | +42.5% | +0.6% | +41.8% | +41.7% |
| YTD | +42.0% | +13.4% | +28.6% | +38.7% |
| 1Y | +59.3% | +21.7% | +37.6% | +53.6% |
| 3Y | +291.2% | +45.8% | +245.4% | +262.7% |
| 5Y | +252.1% | +144.3% | +107.8% | +198.2% |
| 10Y | +407.1% | +41.8% | +365.3% | +305.6% |
| All | +619.7% | -27.8% | +647.6% | +516.5% |
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