-0.3%
BA vs AU
+624.5%
-624.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +2.5% | -0.3% | +2.7% | +2.5% |
| 30D | -10.1% | +12.8% | -22.9% | -11.8% |
| 3M | -2.4% | +28.5% | -30.9% | -6.3% |
| 6M | -8.8% | +4.8% | -13.6% | -10.7% |
| YTD | -2.9% | +31.0% | -33.9% | -7.4% |
| 1Y | -8.8% | +81.4% | -90.2% | -16.5% |
| 3Y | -0.3% | +618.4% | -618.7% | -23.4% |
| All | -0.3% | +624.5% | -624.7% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling