+15,251.3%
BN vs AME
+18,709.1%
-3,457.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.9% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | -9.5% | -6.7% | -2.8% | -7.0% |
| 3M | -10.4% | +4.1% | -14.5% | -11.9% |
| 6M | -6.4% | +1.6% | -7.9% | -7.1% |
| YTD | -11.9% | +16.1% | -28.0% | -17.1% |
| 1Y | -8.6% | +27.3% | -35.9% | -17.3% |
| 3Y | +77.6% | +50.9% | +26.7% | +50.9% |
| 5Y | +37.0% | +81.4% | -44.3% | +9.4% |
| 10Y | +266.4% | +417.0% | -150.6% | +109.5% |
| All | +15,251.3% | +18,709.1% | -3,457.8% | +4,752.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling