+369.5%
ALAB vs BNY
+212.0%
+157.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | -6.2% | -1.3% | -4.9% | -4.9% |
| 30D | -8.7% | -0.2% | -8.5% | -8.5% |
| 3M | -20.7% | +14.9% | -35.7% | -31.6% |
| 6M | +133.5% | +40.0% | +93.5% | +63.1% |
| YTD | +75.1% | +42.0% | +33.1% | +22.9% |
| 1Y | +25.0% | +56.9% | -31.8% | -20.2% |
| All | +369.5% | +212.0% | +157.5% | +125.1% |
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