-67.0%
BAX vs AU
+673.1%
-740.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.4% |
| 7D | -5.4% | -7.0% | +1.5% | -4.7% |
| 30D | -12.4% | +7.3% | -19.7% | -13.3% |
| 3M | +19.1% | +33.2% | -14.1% | +14.8% |
| 6M | +38.6% | -0.6% | +39.2% | +37.3% |
| YTD | +26.7% | +26.2% | +0.6% | +22.5% |
| 1Y | +1.0% | +68.3% | -67.2% | -5.1% |
| 3Y | -33.9% | +592.1% | -626.0% | -47.4% |
| 5Y | -67.0% | +685.3% | -752.3% | -73.6% |
| All | -67.0% | +673.1% | -740.2% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling