+38.3%
BN vs AR
+143.7%
-105.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -2.5% | +2.5% | -5.0% | -3.0% |
| 30D | -9.5% | +14.8% | -24.3% | -12.1% |
| 3M | -10.4% | +6.2% | -16.6% | -11.8% |
| 6M | -6.4% | +4.3% | -10.6% | -8.2% |
| YTD | -11.9% | +14.4% | -26.2% | -15.9% |
| 1Y | -8.6% | +21.3% | -29.9% | -14.5% |
| 3Y | +77.6% | +39.8% | +37.8% | +57.5% |
| All | +38.3% | +143.7% | -105.4% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling