+56.9%
BNY vs BAH
-24.0%
+80.9%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -1.3% | +4.3% | -5.6% | -1.6% |
| 30D | -0.2% | -2.5% | +2.3% | 0.0% |
| 3M | +14.9% | -0.9% | +15.9% | +15.4% |
| 6M | +40.0% | +1.5% | +38.5% | +40.1% |
| YTD | +42.0% | -8.0% | +49.9% | +42.3% |
| 1Y | +56.9% | -24.7% | +81.6% | +54.6% |
| All | +56.9% | -24.0% | +80.9% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling