+82.0%
BN vs ACM
-21.7%
+103.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -2.5% | -3.7% | +1.3% | -0.8% |
| 30D | -9.5% | -11.1% | +1.6% | -5.0% |
| 3M | -10.4% | -8.0% | -2.4% | -7.8% |
| 6M | -6.4% | -29.7% | +23.3% | +10.8% |
| YTD | -11.9% | -29.4% | +17.5% | +2.4% |
| 1Y | -8.6% | -46.4% | +37.8% | +26.1% |
| All | +82.0% | -21.7% | +103.7% | +76.8% |
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