+47.8%
AA vs BN
+281.2%
-233.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.4% | +3.3% |
| 7D | +1.1% | -2.4% | +3.5% | +3.3% |
| 30D | -1.3% | +13.5% | -14.8% | -11.5% |
| 3M | -23.9% | -5.9% | -18.0% | -20.6% |
| 6M | -36.8% | -8.9% | -27.9% | -32.6% |
| YTD | -22.2% | -7.9% | -14.3% | -19.5% |
| 1Y | +10.4% | -8.3% | +18.6% | +14.7% |
| 3Y | +72.0% | +100.8% | -28.8% | -11.5% |
| 5Y | -15.6% | +38.2% | -53.8% | -40.9% |
| 10Y | +47.8% | +302.3% | -254.6% | -48.3% |
| All | +47.8% | +281.2% | -233.4% | -48.3% |
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