+7,916.8%
BNY vs BAX
+844.7%
+7,072.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.5% |
| 7D | +0.3% | -5.1% | +5.4% | +2.2% |
| 30D | +1.9% | -12.2% | +14.1% | +6.8% |
| 3M | +13.9% | +21.8% | -7.9% | +4.5% |
| 6M | +42.3% | +36.3% | +6.0% | +24.2% |
| YTD | +41.8% | +27.8% | +14.0% | +25.5% |
| 1Y | +57.9% | -0.1% | +58.0% | +51.9% |
| 3Y | +290.7% | -33.3% | +324.0% | +319.5% |
| 5Y | +252.3% | -67.1% | +319.4% | +392.6% |
| 10Y | +412.8% | -36.9% | +449.7% | +433.7% |
| All | +7,916.8% | +844.7% | +7,072.1% | +2,805.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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