-8.8%
BN vs AR
+8.4%
-17.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -1.1% |
| 7D | +5.3% | -14.3% | +19.6% | +2.0% |
| 30D | +11.9% | +1.4% | +10.5% | +12.1% |
| 3M | -5.7% | +3.4% | -9.1% | -4.9% |
| 6M | -10.6% | -2.1% | -8.6% | -10.6% |
| YTD | -9.4% | +4.7% | -14.1% | -8.7% |
| 1Y | -8.8% | +10.6% | -19.4% | -8.7% |
| All | -8.8% | +8.4% | -17.2% | -8.7% |
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