+261.6%
BN vs ALM
+3,219.4%
-2,957.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.8% | -11.4% | -3.0% |
| 7D | -1.2% | +8.4% | -9.6% | -1.6% |
| 30D | -10.9% | +34.8% | -45.7% | -12.3% |
| 3M | -11.1% | +16.2% | -27.3% | -12.1% |
| 6M | -4.4% | +2.1% | -6.5% | -5.4% |
| YTD | -14.1% | +117.0% | -131.2% | -18.2% |
| 1Y | -11.1% | +313.9% | -324.9% | -18.1% |
| 3Y | +75.6% | +2,327.9% | -2,252.4% | +45.5% |
| 5Y | +35.8% | +1,040.6% | -1,004.8% | +14.9% |
| 10Y | +261.6% | +3,219.4% | -2,957.9% | +196.5% |
| All | +261.6% | +3,219.4% | -2,957.9% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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