+550.6%
BN vs AMCR
+96.6%
+454.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.8% |
| 7D | -1.2% | -1.8% | +0.7% | -0.4% |
| 30D | -10.9% | -6.0% | -4.9% | -8.7% |
| 3M | -11.1% | +18.9% | -30.0% | -17.5% |
| 6M | -4.4% | +5.7% | -10.0% | -7.2% |
| YTD | -14.1% | +11.1% | -25.2% | -18.9% |
| 1Y | -11.1% | +12.7% | -23.8% | -16.7% |
| 3Y | +75.6% | +9.6% | +66.0% | +65.1% |
| 5Y | +35.8% | -10.3% | +46.1% | +38.6% |
| 10Y | +261.6% | +16.5% | +245.1% | +218.4% |
| All | +550.6% | +96.6% | +454.0% | +475.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling