+15,687.7%
BN vs AME
+18,019.4%
-2,331.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.5% | -1.9% |
| 7D | +5.3% | -5.2% | +10.5% | +7.3% |
| 30D | +11.9% | -8.0% | +19.9% | +15.2% |
| 3M | -5.7% | -8.9% | +3.2% | -2.7% |
| 6M | -10.6% | -5.0% | -5.6% | -9.4% |
| YTD | -9.4% | +11.9% | -21.2% | -13.9% |
| 1Y | -8.8% | +16.6% | -25.4% | -14.8% |
| 3Y | +95.6% | +62.5% | +33.2% | +60.9% |
| 5Y | +30.2% | +67.6% | -37.4% | +6.6% |
| 10Y | +277.0% | +450.4% | -173.3% | +111.4% |
| All | +15,687.7% | +18,019.4% | -2,331.7% | +4,941.7% |
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