+831.4%
BNY vs AU
+755.5%
+75.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -1.3% | -4.3% | +2.9% | -1.0% |
| 30D | -0.2% | +7.3% | -7.5% | -0.7% |
| 3M | +14.9% | +26.3% | -11.4% | +12.9% |
| 6M | +40.0% | +1.8% | +38.2% | +39.0% |
| YTD | +42.0% | +26.8% | +15.2% | +38.6% |
| 1Y | +56.9% | +66.7% | -9.8% | +50.1% |
| 3Y | +289.9% | +579.1% | -289.2% | +235.9% |
| 5Y | +259.2% | +689.3% | -430.1% | +202.0% |
| 10Y | +413.3% | +686.6% | -273.3% | +308.0% |
| All | +831.4% | +755.5% | +75.9% | +686.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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