+672.3%
AU vs BB
+1.6%
+670.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -4.3% | -0.4% | -3.9% | -4.2% |
| 30D | +7.3% | -12.5% | +19.9% | +8.0% |
| 3M | +26.3% | -17.4% | +43.8% | +27.2% |
| 6M | +1.8% | +119.1% | -117.4% | -2.3% |
| YTD | +26.8% | +102.4% | -75.6% | +22.2% |
| 1Y | +66.7% | +98.2% | -31.5% | +60.6% |
| 3Y | +579.1% | +46.9% | +532.1% | +549.9% |
| 5Y | +689.3% | -26.4% | +715.7% | +641.2% |
| All | +672.3% | +1.6% | +670.7% | +666.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling