+264.7%
BN vs AME
+425.2%
-160.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.4% |
| 7D | -3.0% | +1.3% | -4.3% | -4.0% |
| 30D | -13.0% | -6.6% | -6.4% | -8.5% |
| 3M | -15.2% | +3.0% | -18.2% | -17.6% |
| 6M | -5.9% | +5.3% | -11.2% | -10.4% |
| YTD | -15.8% | +15.4% | -31.2% | -25.5% |
| 1Y | -12.2% | +26.8% | -39.0% | -28.3% |
| 3Y | +72.2% | +56.5% | +15.7% | +17.9% |
| 5Y | +33.2% | +85.2% | -52.0% | -20.2% |
| 10Y | +264.7% | +428.5% | -163.9% | +29.0% |
| All | +264.7% | +425.2% | -160.6% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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