-33.4%
BAX vs AU
+604.2%
-637.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -5.1% | +0.6% | -5.7% | -5.2% |
| 30D | -12.2% | +12.3% | -24.5% | -13.5% |
| 3M | +21.8% | +29.4% | -7.5% | +17.5% |
| 6M | +36.3% | +3.2% | +33.1% | +34.2% |
| YTD | +27.8% | +31.8% | -4.0% | +23.1% |
| 1Y | -0.1% | +83.4% | -83.5% | -6.5% |
| All | -33.4% | +604.2% | -637.5% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling