-5.6%
T vs BNY
+42.0%
-47.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | -2.4% | -1.1% | -1.4% | -2.5% |
| 30D | +4.3% | +1.4% | +2.9% | +4.3% |
| 3M | +11.6% | +16.8% | -5.3% | +12.8% |
| 6M | -5.6% | +42.0% | -47.6% | +0.4% |
| All | -5.6% | +42.0% | -47.6% | +0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling