+38.3%
BN vs ACM
+5.0%
+33.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -2.5% | -3.7% | +1.3% | -0.4% |
| 30D | -9.5% | -11.1% | +1.6% | -4.3% |
| 3M | -10.4% | -8.0% | -2.4% | -7.5% |
| 6M | -6.4% | -29.7% | +23.3% | +12.8% |
| YTD | -11.9% | -29.4% | +17.5% | +4.3% |
| 1Y | -8.6% | -46.4% | +37.8% | +28.9% |
| 3Y | +77.6% | -22.3% | +99.9% | +88.5% |
| All | +38.3% | +5.0% | +33.3% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling