+678.6%
AU vs BB
-26.5%
+705.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | -4.3% | -0.4% | -3.9% | -4.2% |
| 30D | +7.3% | -12.5% | +19.9% | +9.2% |
| 3M | +26.3% | -17.4% | +43.8% | +28.6% |
| 6M | +1.8% | +119.1% | -117.4% | -10.8% |
| YTD | +26.8% | +102.4% | -75.6% | +12.4% |
| 1Y | +66.7% | +98.2% | -31.5% | +47.4% |
| 3Y | +579.1% | +46.9% | +532.1% | +502.1% |
| All | +678.6% | -26.5% | +705.1% | +561.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling