+172.0%
BN vs ALC
+30.3%
+141.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.5% |
| 7D | +4.3% | +2.3% | +2.0% | +2.9% |
| 30D | +14.3% | +15.5% | -1.2% | +4.6% |
| 3M | -4.1% | +0.6% | -4.7% | -4.6% |
| 6M | -9.7% | +18.4% | -28.0% | -19.5% |
| YTD | -7.1% | -5.6% | -1.6% | -5.4% |
| 1Y | -7.4% | 0.0% | -7.5% | -9.4% |
| 3Y | +102.3% | +2.8% | +99.5% | +87.8% |
| 5Y | +35.9% | -8.8% | +44.7% | +34.4% |
| All | +172.0% | +30.3% | +141.7% | +82.9% |
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