+193.6%
BNY vs AS
+123.4%
+70.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +3.9% | -4.9% | +8.7% | +4.5% |
| 30D | +11.9% | +3.9% | +8.1% | +11.4% |
| 3M | -5.0% | -9.6% | +4.6% | -4.0% |
| 6M | +14.6% | -8.7% | +23.3% | +15.4% |
| YTD | +34.5% | -19.8% | +54.3% | +37.3% |
| 1Y | +40.6% | -1.5% | +42.1% | +39.9% |
| All | +193.6% | +123.4% | +70.2% | +171.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling