+68.8%
BN vs AMCR
+8.5%
+60.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -0.7% |
| 7D | -3.0% | -6.3% | +3.3% | -0.1% |
| 30D | -13.0% | -7.1% | -5.9% | -10.2% |
| 3M | -15.2% | +12.7% | -27.9% | -20.1% |
| 6M | -5.9% | +5.2% | -11.1% | -8.9% |
| YTD | -15.8% | +8.1% | -23.8% | -20.4% |
| 1Y | -12.2% | +11.7% | -23.9% | -18.7% |
| All | +68.8% | +8.5% | +60.3% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling