-4.7%
BN vs AMCR
+32.3%
-37.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.3% | +2.8% | +4.9% |
| 7D | +12.0% | +6.2% | +5.8% | +9.8% |
| 30D | +17.0% | +16.0% | +1.0% | +11.5% |
| 3M | -3.2% | +4.4% | -7.6% | -4.7% |
| 6M | -3.9% | +35.5% | -39.4% | -13.1% |
| YTD | -5.6% | +21.5% | -27.1% | -11.7% |
| 1Y | -4.7% | +30.7% | -35.5% | -9.0% |
| All | -4.7% | +32.3% | -37.0% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling