+277.0%
IR vs BNY
+344.0%
-67.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.9% | +0.3% | -2.2% | -2.1% |
| 30D | -15.0% | +1.9% | -17.0% | -16.2% |
| 3M | -0.4% | +13.9% | -14.3% | -8.8% |
| 6M | -15.0% | +42.3% | -57.4% | -32.6% |
| YTD | -7.1% | +41.7% | -48.8% | -26.3% |
| 1Y | -7.5% | +57.8% | -65.4% | -31.7% |
| 3Y | +6.3% | +290.4% | -284.1% | -56.5% |
| 5Y | +37.3% | +252.0% | -214.6% | -41.5% |
| All | +277.0% | +344.0% | -67.0% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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