+2,885.9%
ALB vs BN
+19,558.7%
-16,672.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.2% | -4.3% |
| 7D | -8.1% | -2.5% | -5.6% | -6.9% |
| 30D | +6.3% | -9.5% | +15.8% | +12.1% |
| 3M | -23.6% | -10.4% | -13.2% | -19.0% |
| 6M | -24.6% | -6.4% | -18.3% | -22.6% |
| YTD | -10.3% | -11.9% | +1.6% | -5.3% |
| 1Y | +61.5% | -8.6% | +70.1% | +66.6% |
| 3Y | -34.0% | +77.6% | -111.5% | -52.5% |
| 5Y | -44.6% | +37.0% | -81.6% | -54.1% |
| 10Y | +76.1% | +266.4% | -190.3% | -12.3% |
| All | +2,885.9% | +19,558.7% | -16,672.8% | +364.5% |
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