+685.3%
AU vs BN
+30.5%
+654.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.8% |
| 7D | -7.0% | -5.9% | -1.1% | -4.8% |
| 30D | +7.3% | -15.1% | +22.3% | +14.0% |
| 3M | +33.2% | -14.6% | +47.8% | +41.4% |
| 6M | -0.6% | -8.4% | +7.8% | +3.3% |
| YTD | +26.2% | -16.8% | +43.0% | +34.7% |
| 1Y | +68.3% | -14.4% | +82.6% | +77.9% |
| 3Y | +592.1% | +70.1% | +522.0% | +447.4% |
| 5Y | +685.3% | +33.5% | +651.7% | +518.2% |
| All | +685.3% | +30.5% | +654.7% | +518.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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