+213.9%
BNY vs AS
+120.4%
+93.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.1% |
| 7D | +1.4% | -4.9% | +6.3% | +2.1% |
| 30D | +3.8% | -19.6% | +23.4% | +6.7% |
| 3M | +14.9% | -14.4% | +29.3% | +16.8% |
| 6M | +40.3% | -20.1% | +60.5% | +43.6% |
| YTD | +43.8% | -20.9% | +64.7% | +47.2% |
| 1Y | +58.9% | -21.9% | +80.7% | +62.5% |
| All | +213.9% | +120.4% | +93.5% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling