+48.0%
BAX vs AU
+42.5%
+5.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.0% | -4.0% | +2.5% |
| 7D | +4.1% | +0.8% | +3.3% | +3.9% |
| 30D | +9.4% | -7.0% | +16.4% | +10.6% |
| 3M | -6.5% | +8.5% | -15.0% | -9.1% |
| 6M | +59.6% | -1.3% | +60.9% | +56.8% |
| YTD | +38.9% | +6.8% | +32.1% | +35.2% |
| 1Y | +48.0% | +44.6% | +3.4% | +35.6% |
| All | +48.0% | +42.5% | +5.5% | +35.6% |
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