+38.3%
BN vs ALC
-16.0%
+54.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.9% |
| 7D | -2.5% | -2.1% | -0.4% | -1.3% |
| 30D | -9.5% | -0.1% | -9.4% | -9.6% |
| 3M | -10.4% | +5.9% | -16.3% | -13.7% |
| 6M | -6.4% | -15.9% | +9.6% | +2.4% |
| YTD | -11.9% | -10.1% | -1.8% | -7.6% |
| 1Y | -8.6% | -10.2% | +1.6% | -4.4% |
| 3Y | +77.6% | -13.6% | +91.1% | +85.5% |
| All | +38.3% | -16.0% | +54.3% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling