+175.7%
BN vs ALC
+32.2%
+143.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.6% | +3.7% |
| 7D | +3.6% | +2.1% | +1.6% | +2.4% |
| 30D | +15.9% | +17.2% | -1.4% | +5.1% |
| 3M | -2.3% | +4.6% | -7.0% | -5.3% |
| 6M | -8.4% | +20.1% | -28.5% | -19.1% |
| YTD | -5.9% | -4.2% | -1.7% | -5.0% |
| 1Y | -5.6% | +2.1% | -7.7% | -8.8% |
| 3Y | +104.2% | +4.5% | +99.8% | +87.7% |
| 5Y | +35.5% | -12.3% | +47.8% | +37.8% |
| All | +175.7% | +32.2% | +143.5% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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