+197.1%
ABT vs BNY
+416.3%
-219.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.9% | -1.3% | -4.6% | -5.5% |
| 30D | -8.1% | -0.2% | -7.9% | -8.1% |
| 3M | +14.5% | +14.9% | -0.4% | +9.1% |
| 6M | -6.3% | +40.0% | -46.3% | -16.5% |
| YTD | -17.1% | +42.0% | -59.1% | -26.7% |
| 1Y | -21.4% | +56.9% | -78.2% | -32.9% |
| 3Y | +5.9% | +289.9% | -283.9% | -35.1% |
| 5Y | -12.8% | +259.2% | -272.0% | -46.3% |
| All | +197.1% | +416.3% | -219.2% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling