+821.4%
AU vs BB
+266.8%
+554.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.3% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | +12.8% | -12.4% | +25.1% | +13.5% |
| 3M | +28.5% | -15.3% | +43.7% | +29.2% |
| 6M | +4.8% | +128.8% | -124.0% | -0.5% |
| YTD | +31.0% | +107.7% | -76.7% | +25.0% |
| 1Y | +81.4% | +103.9% | -22.5% | +73.1% |
| 3Y | +618.4% | +72.6% | +545.8% | +581.1% |
| 5Y | +686.3% | -24.3% | +710.6% | +664.3% |
| 10Y | +664.5% | +3.1% | +661.4% | +596.6% |
| All | +821.4% | +266.8% | +554.6% | +825.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling