+575.6%
AU vs BB
+62.2%
+513.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.9% |
| 7D | -7.0% | -2.1% | -4.9% | -6.7% |
| 30D | +7.3% | -16.0% | +23.3% | +9.7% |
| 3M | +33.2% | -14.5% | +47.7% | +34.8% |
| 6M | -0.6% | +118.6% | -119.2% | -12.4% |
| YTD | +26.2% | +98.9% | -72.8% | +12.7% |
| 1Y | +68.3% | +99.5% | -31.2% | +49.5% |
| All | +575.6% | +62.2% | +513.4% | +453.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling