+158.2%
BN vs ALC
+24.0%
+134.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +1.1% |
| 7D | -2.5% | -2.1% | -0.4% | -1.2% |
| 30D | -9.5% | -0.1% | -9.4% | -9.6% |
| 3M | -10.4% | +5.9% | -16.3% | -14.1% |
| 6M | -6.4% | -15.9% | +9.6% | +3.1% |
| YTD | -11.9% | -10.1% | -1.8% | -7.4% |
| 1Y | -8.6% | -10.2% | +1.6% | -4.2% |
| 3Y | +77.6% | -13.6% | +91.1% | +85.8% |
| 5Y | +37.0% | -15.1% | +52.2% | +41.7% |
| All | +158.2% | +24.0% | +134.2% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling