-5.8%
BN vs AR
+11.3%
-17.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -1.0% | +7.4% | -8.4% | +0.6% |
| 30D | +14.0% | +5.8% | +8.2% | +15.3% |
| 3M | -9.0% | +5.2% | -14.2% | -7.8% |
| 6M | -8.8% | +5.4% | -14.3% | -7.3% |
| YTD | -10.3% | +12.4% | -22.7% | -7.9% |
| 1Y | -5.8% | +12.8% | -18.6% | -3.4% |
| All | -5.8% | +11.3% | -17.1% | -3.4% |
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