-7.4%
BN vs ACM
-45.8%
+38.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +4.3% | +6.6% | -2.3% | +3.1% |
| 30D | +14.3% | +19.8% | -5.5% | +11.0% |
| 3M | -4.1% | -3.1% | -1.0% | -4.4% |
| 6M | -9.7% | -11.5% | +1.8% | -8.9% |
| YTD | -7.1% | -24.7% | +17.5% | -4.8% |
| 1Y | -7.4% | -45.1% | +37.6% | -7.1% |
| All | -7.4% | -45.8% | +38.3% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling