+788.4%
AU vs BN
+8,410.8%
-7,622.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.2% |
| 7D | -3.6% | -2.5% | -1.2% | -2.8% |
| 30D | +23.9% | -9.5% | +33.4% | +28.0% |
| 3M | +19.1% | -10.4% | +29.5% | +23.6% |
| 6M | -0.2% | -6.4% | +6.2% | +2.4% |
| YTD | +32.5% | -11.9% | +44.3% | +38.0% |
| 1Y | +96.9% | -8.6% | +105.6% | +102.8% |
| 3Y | +614.7% | +77.6% | +537.2% | +479.4% |
| 5Y | +647.7% | +37.0% | +610.7% | +543.7% |
| 10Y | +679.2% | +266.4% | +412.8% | +342.8% |
| All | +788.4% | +8,410.8% | -7,622.4% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling