-10.1%
BA vs AU
+80.8%
-90.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -2.1% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | -11.3% | +12.3% | -23.6% | -13.3% |
| 3M | -3.8% | +29.4% | -33.1% | -8.5% |
| 6M | -8.3% | +3.2% | -11.5% | -11.4% |
| YTD | -4.9% | +31.8% | -36.7% | -8.8% |
| 1Y | -10.1% | +83.4% | -93.5% | -15.4% |
| All | -10.1% | +80.8% | -90.9% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling