+41.6%
AA vs BN
+290.8%
-249.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -0.4% |
| 7D | +0.5% | -1.0% | +1.5% | +1.4% |
| 30D | -0.6% | +14.0% | -14.6% | -11.2% |
| 3M | -19.7% | -9.0% | -10.6% | -13.8% |
| 6M | -41.6% | -8.8% | -32.7% | -37.8% |
| YTD | -24.6% | -10.3% | -14.4% | -20.3% |
| 1Y | +4.9% | -5.8% | +10.7% | +6.4% |
| 3Y | +66.8% | +94.8% | -27.9% | -11.9% |
| 5Y | -19.4% | +31.5% | -50.9% | -41.1% |
| All | +41.6% | +290.8% | -249.3% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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