+420.6%
BN vs AR
-27.2%
+447.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -2.5% | +2.5% | -5.0% | -2.8% |
| 30D | -9.5% | +14.8% | -24.3% | -11.3% |
| 3M | -10.4% | +6.2% | -16.6% | -11.4% |
| 6M | -6.4% | +4.3% | -10.6% | -7.6% |
| YTD | -11.9% | +14.4% | -26.2% | -14.6% |
| 1Y | -8.6% | +21.3% | -29.9% | -12.5% |
| 3Y | +77.6% | +39.8% | +37.8% | +64.7% |
| 5Y | +37.0% | +142.1% | -105.0% | +16.0% |
| 10Y | +266.4% | +52.0% | +214.3% | +166.4% |
| All | +420.6% | -27.2% | +447.9% | +298.5% |
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