+384.5%
ALAB vs BNY
+211.7%
+172.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.3% | +4.3% |
| 7D | +9.6% | +0.3% | +9.3% | +9.5% |
| 30D | -5.3% | +1.9% | -7.2% | -7.1% |
| 3M | -12.0% | +13.9% | -25.9% | -23.2% |
| 6M | +145.7% | +42.3% | +103.4% | +68.7% |
| YTD | +80.7% | +41.8% | +38.8% | +26.9% |
| 1Y | +40.1% | +57.9% | -17.8% | -11.3% |
| All | +384.5% | +211.7% | +172.8% | +132.5% |
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