+61.2%
BN vs AS
+134.9%
-73.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +5.3% | +6.9% | -1.6% | +3.4% |
| 30D | +11.9% | +16.0% | -4.1% | +7.3% |
| 3M | -5.7% | -12.8% | +7.1% | -2.3% |
| 6M | -10.6% | -15.4% | +4.8% | -6.9% |
| YTD | -9.4% | -15.7% | +6.4% | -6.0% |
| 1Y | -8.8% | +6.1% | -14.8% | -11.2% |
| All | +61.2% | +134.9% | -73.7% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling