+735.5%
BNY vs BAH
+878.1%
-142.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.3% | -1.3% | +1.6% | +0.6% |
| 30D | +1.9% | -6.6% | +8.5% | +3.6% |
| 3M | +13.9% | -7.2% | +21.0% | +15.3% |
| 6M | +42.3% | -10.0% | +52.3% | +44.6% |
| YTD | +41.7% | -12.5% | +54.2% | +44.0% |
| 1Y | +57.8% | -27.9% | +85.7% | +68.1% |
| 3Y | +290.4% | -31.4% | +321.8% | +302.5% |
| 5Y | +252.0% | -3.2% | +255.2% | +218.5% |
| 10Y | +412.4% | +191.5% | +220.9% | +222.3% |
| All | +735.5% | +878.1% | -142.5% | +234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling