+19.1%
AA vs BN
+35.3%
-16.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +5.5% |
| 7D | +1.7% | -1.2% | +2.8% | +2.5% |
| 30D | +3.3% | -10.9% | +14.2% | +12.6% |
| 3M | -29.4% | -11.1% | -18.3% | -23.0% |
| 6M | -12.8% | -4.4% | -8.4% | -11.7% |
| YTD | -2.1% | -14.1% | +12.0% | +7.3% |
| 1Y | +62.8% | -11.1% | +73.8% | +73.0% |
| 3Y | +90.5% | +75.6% | +14.9% | +12.8% |
| 5Y | +19.1% | +35.8% | -16.7% | -17.8% |
| All | +19.1% | +35.3% | -16.2% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling