+180.1%
BAX vs AU
+793.6%
-613.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.1% |
| 7D | -1.1% | -3.6% | +2.5% | -1.0% |
| 30D | -5.5% | +23.9% | -29.3% | -6.5% |
| 3M | +33.5% | +19.1% | +14.5% | +32.2% |
| 6M | +35.9% | -0.2% | +36.0% | +35.4% |
| YTD | +35.4% | +32.5% | +2.9% | +33.2% |
| 1Y | +9.8% | +96.9% | -87.2% | +6.2% |
| 3Y | -32.7% | +614.7% | -647.5% | -38.6% |
| 5Y | -65.6% | +647.7% | -713.3% | -68.8% |
| 10Y | -34.9% | +679.2% | -714.1% | -42.2% |
| All | +180.1% | +793.6% | -613.5% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling