+75.6%
BN vs AME
+55.3%
+20.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.2% | +2.8% | -4.0% | -3.0% |
| 30D | -10.9% | -6.3% | -4.6% | -7.1% |
| 3M | -11.1% | +5.4% | -16.5% | -14.7% |
| 6M | -4.4% | +7.4% | -11.8% | -9.8% |
| YTD | -14.1% | +16.2% | -30.3% | -23.7% |
| 1Y | -11.1% | +26.8% | -37.9% | -26.2% |
| 3Y | +75.6% | +57.5% | +18.1% | +19.4% |
| All | +75.6% | +55.3% | +20.3% | +19.4% |
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