+9.8%
BAX vs AU
+100.5%
-90.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.4% |
| 7D | -1.1% | -3.6% | +2.5% | -0.6% |
| 30D | -5.5% | +23.9% | -29.3% | -9.1% |
| 3M | +33.5% | +19.1% | +14.5% | +28.7% |
| 6M | +35.9% | -0.2% | +36.0% | +32.9% |
| YTD | +35.4% | +32.5% | +2.9% | +29.1% |
| 1Y | +9.8% | +96.9% | -87.2% | +1.2% |
| All | +9.8% | +100.5% | -90.7% | +1.2% |
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