+261.6%
BN vs ACM
+128.0%
+133.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | -1.2% | -0.3% | -0.9% | -1.0% |
| 30D | -10.9% | -12.9% | +2.0% | -5.4% |
| 3M | -11.1% | -6.4% | -4.7% | -9.3% |
| 6M | -4.4% | -29.2% | +24.9% | +11.8% |
| YTD | -14.1% | -29.9% | +15.8% | -0.1% |
| 1Y | -11.1% | -47.3% | +36.2% | +19.4% |
| 3Y | +75.6% | -19.6% | +95.2% | +87.7% |
| 5Y | +35.8% | +5.5% | +30.3% | +26.5% |
| 10Y | +261.6% | +129.7% | +131.9% | +146.3% |
| All | +261.6% | +128.0% | +133.6% | +146.3% |
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