+535.1%
BN vs ACM
+230.8%
+304.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | -10.4% | -8.0% | -2.4% | -8.0% |
| 6M | -6.4% | -29.7% | +23.3% | +7.8% |
| YTD | -11.9% | -29.4% | +17.5% | +0.4% |
| 1Y | -8.6% | -46.4% | +37.8% | +17.3% |
| 3Y | +77.6% | -22.3% | +99.9% | +92.8% |
| 5Y | +37.0% | +4.5% | +32.6% | +30.3% |
| 10Y | +266.4% | +127.6% | +138.7% | +135.6% |
| All | +535.1% | +230.8% | +304.3% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling