+192.4%
BNY vs AS
+125.3%
+67.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +2.9% | +0.4% |
| 7D | +3.6% | -3.6% | +7.2% | +4.1% |
| 30D | +8.8% | +3.4% | +5.4% | +8.3% |
| 3M | -5.8% | -8.6% | +2.8% | -4.9% |
| 6M | +15.5% | -10.0% | +25.5% | +16.5% |
| YTD | +33.9% | -19.2% | +53.1% | +36.6% |
| 1Y | +38.0% | -3.8% | +41.8% | +37.7% |
| All | +192.4% | +125.3% | +67.1% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling