+214.4%
AA vs BN
+16,073.1%
-15,858.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -3.6% |
| 7D | +1.2% | +4.3% | -3.1% | -1.3% |
| 30D | -5.0% | +14.3% | -19.3% | -12.8% |
| 3M | -22.2% | -4.1% | -18.1% | -20.6% |
| 6M | -36.3% | -9.7% | -26.7% | -32.8% |
| YTD | -24.2% | -7.1% | -17.0% | -22.3% |
| 1Y | +3.9% | -7.4% | +11.3% | +6.8% |
| 3Y | +67.6% | +102.3% | -34.8% | +6.5% |
| 5Y | -8.8% | +35.9% | -44.8% | -26.1% |
| 10Y | +45.0% | +289.2% | -244.2% | -33.5% |
| All | +214.4% | +16,073.1% | -15,858.7% | -58.1% |
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 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