+47.7%
BN vs AHR
+357.7%
-310.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | -3.0% | -4.3% | +1.3% | -1.8% |
| 30D | -13.0% | -3.1% | -9.9% | -12.4% |
| 3M | -15.2% | +15.7% | -30.9% | -19.5% |
| 6M | -5.9% | +4.1% | -10.0% | -7.7% |
| YTD | -15.8% | +15.4% | -31.2% | -20.5% |
| 1Y | -12.2% | +28.0% | -40.1% | -20.8% |
| All | +47.7% | +357.7% | -310.0% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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