-39.3%
BAX vs AU
+699.0%
-738.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -7.9% | -4.3% | -3.6% | -7.6% |
| 30D | -11.7% | +7.3% | -19.0% | -12.1% |
| 3M | +16.2% | +26.3% | -10.1% | +14.4% |
| 6M | +32.0% | +1.8% | +30.2% | +31.2% |
| YTD | +24.7% | +26.8% | -2.1% | +22.7% |
| 1Y | -2.6% | +66.7% | -69.3% | -5.4% |
| 3Y | -35.0% | +579.1% | -614.0% | -40.7% |
| 5Y | -67.6% | +689.3% | -756.9% | -70.6% |
| All | -39.3% | +699.0% | -738.3% | -42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling