+95.6%
BN vs AME
+62.2%
+33.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.5% | -2.4% |
| 7D | +5.3% | -5.2% | +10.5% | +8.1% |
| 30D | +11.9% | -8.0% | +19.9% | +16.8% |
| 3M | -5.7% | -8.9% | +3.2% | -1.2% |
| 6M | -10.6% | -5.0% | -5.6% | -9.2% |
| YTD | -9.4% | +11.9% | -21.2% | -18.2% |
| 1Y | -8.8% | +16.6% | -25.4% | -20.1% |
| 3Y | +95.6% | +62.5% | +33.2% | +42.3% |
| All | +95.6% | +62.2% | +33.4% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling