+38.3%
BN vs AME
+82.5%
-44.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.4% |
| 7D | -2.5% | +0.6% | -3.1% | -2.9% |
| 30D | -9.5% | -6.7% | -2.8% | -4.7% |
| 3M | -10.4% | +4.1% | -14.5% | -13.7% |
| 6M | -6.4% | +1.6% | -7.9% | -8.4% |
| YTD | -11.9% | +16.1% | -28.0% | -23.0% |
| 1Y | -8.6% | +27.3% | -35.9% | -26.4% |
| 3Y | +77.6% | +50.9% | +26.7% | +21.1% |
| All | +38.3% | +82.5% | -44.2% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling