-11.3%
ABT vs BNY
+256.6%
-267.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.6% |
| 6M | -6.3% | +40.0% | -46.3% | -15.6% |
| YTD | -17.1% | +42.0% | -59.1% | -25.9% |
| 1Y | -21.4% | +56.9% | -78.2% | -32.0% |
| 3Y | +5.9% | +289.9% | -283.9% | -33.9% |
| All | -11.3% | +256.6% | -267.8% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling