+379.5%
BNY vs ABCL
-81.3%
+460.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +1.4% | +0.7% | +0.7% | +1.4% |
| 30D | +3.8% | +93.1% | -89.2% | -1.1% |
| 3M | +14.9% | +79.4% | -64.5% | +9.5% |
| 6M | +40.3% | +214.9% | -174.5% | +28.1% |
| YTD | +43.9% | +234.2% | -190.3% | +30.2% |
| 1Y | +59.0% | +174.8% | -115.7% | +44.9% |
| 3Y | +290.7% | +104.5% | +186.3% | +251.8% |
| 5Y | +250.4% | -39.0% | +289.4% | +220.2% |
| All | +379.5% | -81.3% | +460.8% | +347.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded ABCL 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling