-8.6%
BN vs AMCR
+11.5%
-20.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | -2.5% | -3.3% | +0.8% | -1.5% |
| 30D | -9.5% | -5.4% | -4.1% | -7.9% |
| 3M | -10.4% | +20.0% | -30.3% | -15.8% |
| 6M | -6.4% | 0.0% | -6.4% | -8.8% |
| YTD | -11.9% | +11.5% | -23.4% | -16.2% |
| 1Y | -8.6% | +11.4% | -20.0% | -11.0% |
| All | -8.6% | +11.5% | -20.1% | -11.0% |
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