+471.5%
BN vs ALM
+3,507.4%
-3,035.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | +5.3% | -6.7% | +12.0% | +5.4% |
| 30D | +11.9% | -32.9% | +44.8% | +12.1% |
| 3M | -5.7% | -39.5% | +33.8% | -5.5% |
| 6M | -10.6% | -62.0% | +51.4% | -10.3% |
| YTD | -9.4% | -7.8% | -1.5% | -9.4% |
| 1Y | -8.8% | +26.7% | -35.5% | -9.0% |
| 3Y | +95.6% | +825.4% | -729.7% | +93.1% |
| 5Y | +30.2% | +401.2% | -371.1% | +28.6% |
| 10Y | +277.0% | +2,074.0% | -1,797.0% | +270.2% |
| All | +471.5% | +3,507.4% | -3,035.9% | +452.4% |
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