+228.8%
AA vs BN
+16,294.4%
-16,065.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.8% | +1.9% | +3.4% |
| 7D | +4.8% | +3.6% | +1.2% | +2.5% |
| 30D | -0.6% | +15.9% | -16.5% | -9.6% |
| 3M | -16.3% | -2.3% | -13.9% | -15.5% |
| 6M | -33.4% | -8.4% | -25.0% | -30.3% |
| YTD | -20.7% | -5.9% | -14.8% | -19.4% |
| 1Y | +12.9% | -5.6% | +18.5% | +14.7% |
| 3Y | +75.7% | +104.2% | -28.5% | +11.0% |
| 5Y | -6.8% | +35.5% | -42.3% | -24.3% |
| 10Y | +53.6% | +285.2% | -231.6% | -29.3% |
| All | +228.8% | +16,294.4% | -16,065.6% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling