+819.3%
BA vs AU
+793.6%
+25.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.0% |
| 7D | +1.2% | -3.6% | +4.8% | +1.4% |
| 30D | -11.6% | +23.9% | -35.5% | -13.2% |
| 3M | -2.4% | +19.1% | -21.5% | -4.0% |
| 6M | -6.6% | -0.2% | -6.5% | -7.1% |
| YTD | -2.2% | +32.5% | -34.7% | -5.0% |
| 1Y | -8.0% | +96.9% | -105.0% | -13.4% |
| 3Y | -5.0% | +614.7% | -619.7% | -19.4% |
| 5Y | -2.7% | +647.7% | -650.4% | -18.6% |
| 10Y | +75.9% | +679.2% | -603.3% | +41.8% |
| All | +819.3% | +793.6% | +25.6% | +606.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling