+289.2%
BN vs ACM
+133.7%
+155.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.7% |
| 7D | +4.3% | +6.6% | -2.3% | +1.0% |
| 30D | +14.3% | +19.8% | -5.5% | +4.4% |
| 3M | -4.1% | -3.1% | -1.0% | -3.5% |
| 6M | -9.7% | -11.5% | +1.8% | -5.7% |
| YTD | -7.1% | -24.7% | +17.5% | +4.3% |
| 1Y | -7.4% | -45.1% | +37.6% | +22.6% |
| 3Y | +102.3% | -8.9% | +111.2% | +102.6% |
| 5Y | +35.9% | +5.4% | +30.5% | +26.1% |
| 10Y | +289.2% | +131.1% | +158.1% | +146.2% |
| All | +289.2% | +133.7% | +155.5% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling