+258.5%
BN vs AGI
+392.3%
-133.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -5.2% | -2.7% | -2.5% | -5.0% |
| 30D | -14.5% | +7.2% | -21.7% | -15.0% |
| 3M | -15.0% | +4.3% | -19.3% | -15.5% |
| 6M | -5.4% | -27.1% | +21.7% | -3.5% |
| YTD | -16.4% | -6.6% | -9.8% | -16.6% |
| 1Y | -16.2% | +9.5% | -25.8% | -17.6% |
| 3Y | +67.5% | +208.4% | -140.9% | +52.0% |
| 5Y | +34.1% | +401.6% | -367.5% | +18.5% |
| All | +258.5% | +392.3% | -133.9% | +227.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling