+373.0%
BNY vs ABCL
-82.9%
+455.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.4% | +0.4% |
| 7D | -1.1% | -9.6% | +8.5% | -0.4% |
| 30D | +1.4% | +7.2% | -5.8% | +0.7% |
| 3M | +16.8% | +105.5% | -88.7% | +10.3% |
| 6M | +42.0% | +193.0% | -151.0% | +30.2% |
| YTD | +41.9% | +205.8% | -163.9% | +29.2% |
| 1Y | +59.2% | +144.4% | -85.2% | +46.2% |
| 3Y | +290.9% | +93.3% | +197.6% | +253.2% |
| 5Y | +259.0% | -44.9% | +304.0% | +229.9% |
| All | +373.0% | -82.9% | +455.8% | +344.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling