+2,152.2%
ALB vs BN
+20,611.0%
-18,458.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.5% |
| 7D | +5.3% | +4.3% | +0.9% | +2.7% |
| 30D | -6.3% | +14.3% | -20.6% | -13.4% |
| 3M | -27.4% | -4.1% | -23.3% | -26.2% |
| 6M | -53.1% | -9.7% | -43.4% | -50.9% |
| YTD | -32.3% | -7.1% | -25.2% | -31.0% |
| 1Y | -7.3% | -7.4% | +0.1% | -5.6% |
| 3Y | -14.9% | +102.3% | -117.3% | -43.3% |
| 5Y | -62.0% | +35.9% | -98.0% | -68.6% |
| 10Y | +33.0% | +289.2% | -256.2% | -36.2% |
| All | +2,152.2% | +20,611.0% | -18,458.8% | +238.7% |
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