+455.7%
BN vs ALM
+7,705.7%
-7,250.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -2.5% | -2.6% | +0.1% | -2.5% |
| 30D | -9.5% | +32.0% | -41.5% | -9.6% |
| 3M | -10.4% | -15.0% | +4.7% | -10.4% |
| 6M | -6.4% | -10.1% | +3.8% | -6.4% |
| YTD | -11.9% | +99.4% | -111.3% | -12.3% |
| 1Y | -8.6% | +316.4% | -325.0% | -9.4% |
| 3Y | +77.6% | +2,022.0% | -1,944.4% | +74.6% |
| 5Y | +37.0% | +941.2% | -904.1% | +34.9% |
| 10Y | +266.4% | +2,950.3% | -2,684.0% | +258.7% |
| All | +455.7% | +7,705.7% | -7,250.0% | +435.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling