+435.4%
BN vs AR
-33.4%
+468.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +5.3% | -14.3% | +19.6% | +7.5% |
| 30D | +11.9% | +1.4% | +10.5% | +11.4% |
| 3M | -5.7% | +3.4% | -9.1% | -6.6% |
| 6M | -10.6% | -2.1% | -8.6% | -11.0% |
| YTD | -9.4% | +4.7% | -14.1% | -11.3% |
| 1Y | -8.8% | +10.6% | -19.4% | -11.6% |
| 3Y | +95.6% | +24.6% | +71.0% | +83.9% |
| 5Y | +30.2% | +71.9% | -41.7% | +14.9% |
| 10Y | +277.0% | +46.4% | +230.7% | +175.4% |
| All | +435.4% | -33.4% | +468.8% | +313.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling