-2.6%
BAX vs AU
+72.0%
-74.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -7.9% | -4.3% | -3.6% | -7.2% |
| 30D | -11.7% | +7.3% | -19.0% | -13.0% |
| 3M | +16.2% | +26.3% | -10.1% | +10.8% |
| 6M | +32.0% | +1.8% | +30.2% | +29.1% |
| YTD | +24.7% | +26.8% | -2.1% | +19.5% |
| 1Y | -2.6% | +66.7% | -69.3% | -8.9% |
| All | -2.6% | +72.0% | -74.6% | -8.9% |
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