+259.2%
BNY vs AUR
-35.7%
+294.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.1% |
| 7D | -1.3% | +1.4% | -2.7% | -1.4% |
| 30D | -0.2% | -6.4% | +6.2% | +0.2% |
| 3M | +14.9% | +7.7% | +7.2% | +13.8% |
| 6M | +40.0% | +44.5% | -4.5% | +34.6% |
| YTD | +42.0% | +67.4% | -25.5% | +34.7% |
| 1Y | +56.9% | +15.4% | +41.4% | +52.6% |
| 3Y | +289.9% | +94.8% | +195.0% | +245.2% |
| 5Y | +259.2% | -35.1% | +294.3% | +208.5% |
| All | +259.2% | -35.7% | +294.9% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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