-10.1%
BA vs AU
+450.2%
-460.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | -0.2% |
| 7D | +1.1% | +16.5% | -15.5% | -1.1% |
| 30D | -7.9% | +3.3% | -11.2% | -8.5% |
| 3M | -25.3% | +6.8% | -32.2% | -26.5% |
| 6M | -24.6% | -3.9% | -20.6% | -25.0% |
| YTD | -20.1% | +12.9% | -33.1% | -22.6% |
| 1Y | -11.8% | +43.5% | -55.2% | -17.0% |
| 3Y | -10.1% | +445.5% | -455.7% | -29.8% |
| All | -10.1% | +450.2% | -460.3% | -29.8% |
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