+33.6%
BN vs AR
+101.6%
-68.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -0.3% | +6.4% | -6.7% | -1.5% |
| 30D | +13.6% | +3.1% | +10.4% | +12.5% |
| 3M | -6.7% | +3.3% | -9.9% | -7.8% |
| 6M | -9.0% | +6.6% | -15.5% | -11.0% |
| YTD | -8.8% | +12.3% | -21.1% | -13.2% |
| 1Y | -10.6% | +12.3% | -23.0% | -15.1% |
| 3Y | +98.8% | +50.4% | +48.3% | +72.2% |
| 5Y | +33.6% | +101.0% | -67.4% | +9.7% |
| All | +33.6% | +101.6% | -68.0% | +9.7% |
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 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