+95.6%
BN vs ACM
-12.3%
+107.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +5.3% | +5.4% | 0.0% | +3.1% |
| 30D | +11.9% | +15.1% | -3.2% | +5.4% |
| 3M | -5.7% | -10.5% | +4.7% | -1.6% |
| 6M | -10.6% | -19.7% | +9.1% | -1.9% |
| YTD | -9.4% | -28.8% | +19.5% | +4.5% |
| 1Y | -8.8% | -47.9% | +39.1% | +28.4% |
| 3Y | +95.6% | -12.4% | +108.0% | +80.5% |
| All | +95.6% | -12.3% | +107.9% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling