+285.2%
BN vs ALM
+2,221.4%
-1,936.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.1% | -4.2% | +3.4% |
| 7D | +3.6% | +0.7% | +2.9% | +3.6% |
| 30D | +15.9% | -26.1% | +41.9% | +17.5% |
| 3M | -2.3% | -38.1% | +35.8% | -0.4% |
| 6M | -8.4% | -55.4% | +47.0% | -5.6% |
| YTD | -5.9% | -0.4% | -5.5% | -7.2% |
| 1Y | -5.6% | +25.4% | -30.9% | -8.1% |
| 3Y | +104.2% | +907.8% | -803.5% | +76.1% |
| 5Y | +35.5% | +440.2% | -404.7% | +18.2% |
| 10Y | +285.2% | +2,031.1% | -1,745.9% | +221.6% |
| All | +285.2% | +2,221.4% | -1,936.2% | +221.6% |
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