-4.7%
BN vs AR
+14.7%
-19.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -6.3% | +12.3% | +4.6% |
| 7D | +12.0% | -11.1% | +23.1% | +9.3% |
| 30D | +17.0% | +7.9% | +9.1% | +18.8% |
| 3M | -3.2% | +4.9% | -8.1% | -2.0% |
| 6M | -3.9% | -5.3% | +1.5% | -4.6% |
| YTD | -5.6% | +8.6% | -14.2% | -4.1% |
| 1Y | -4.7% | +13.7% | -18.4% | -3.7% |
| All | -4.7% | +14.7% | -19.5% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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