+302.3%
BN vs AME
+437.3%
-135.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.2% |
| 7D | -2.4% | +1.1% | -3.5% | -3.4% |
| 30D | +13.5% | -4.1% | +17.6% | +16.1% |
| 3M | -5.9% | -6.3% | +0.4% | -2.3% |
| 6M | -8.9% | +3.5% | -12.5% | -12.8% |
| YTD | -7.9% | +17.3% | -25.1% | -20.5% |
| 1Y | -8.3% | +22.0% | -30.3% | -23.3% |
| 3Y | +100.8% | +62.0% | +38.8% | +31.9% |
| 5Y | +38.2% | +78.5% | -40.3% | -16.0% |
| 10Y | +302.3% | +441.6% | -139.3% | +40.8% |
| All | +302.3% | +437.3% | -135.0% | +40.8% |
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