+16,073.1%
BN vs AME
+18,783.2%
-2,710.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | +4.3% | -4.1% | +8.4% | +5.8% |
| 30D | +14.3% | -4.1% | +18.4% | +15.8% |
| 3M | -4.1% | -5.6% | +1.5% | -2.3% |
| 6M | -9.7% | +2.8% | -12.5% | -11.2% |
| YTD | -7.1% | +16.6% | -23.7% | -13.2% |
| 1Y | -7.4% | +21.1% | -28.5% | -14.7% |
| 3Y | +102.3% | +61.1% | +41.3% | +67.0% |
| 5Y | +35.9% | +76.6% | -40.6% | +9.2% |
| 10Y | +289.2% | +431.3% | -142.1% | +119.8% |
| All | +16,073.1% | +18,783.2% | -2,710.2% | +4,982.6% |
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