+252.3%
BNY vs ABCL
-39.4%
+291.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.1% |
| 7D | +0.3% | -2.7% | +3.0% | +0.5% |
| 30D | +1.9% | +18.3% | -16.4% | +0.2% |
| 3M | +13.9% | +108.5% | -94.6% | +5.6% |
| 6M | +42.3% | +213.9% | -171.6% | +26.4% |
| YTD | +41.8% | +223.1% | -181.3% | +24.9% |
| 1Y | +57.9% | +160.6% | -102.7% | +40.6% |
| 3Y | +290.7% | +104.3% | +186.5% | +242.2% |
| 5Y | +252.3% | -40.0% | +292.3% | +216.9% |
| All | +252.3% | -39.4% | +291.7% | +216.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling