-8.6%
BN vs AS
-21.9%
+13.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.8% | -1.5% |
| 7D | -2.5% | -4.9% | +2.4% | -0.8% |
| 30D | -9.5% | -19.6% | +10.1% | -2.8% |
| 3M | -10.4% | -14.4% | +4.0% | -6.3% |
| 6M | -6.4% | -20.1% | +13.8% | -0.7% |
| YTD | -11.9% | -20.9% | +9.1% | -6.7% |
| 1Y | -8.6% | -21.9% | +13.2% | -4.8% |
| All | -8.6% | -21.9% | +13.3% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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