+48.0%
BAX vs AUR
-17.4%
+65.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.4% | +8.4% | +4.4% |
| 7D | +4.1% | -19.8% | +23.9% | +6.3% |
| 30D | +9.4% | -29.0% | +38.5% | +12.7% |
| 3M | -6.5% | -43.6% | +37.1% | -2.2% |
| 6M | +59.6% | -36.6% | +96.2% | +62.6% |
| YTD | +38.9% | +6.3% | +32.6% | +31.0% |
| 1Y | +48.0% | -9.0% | +57.0% | +39.4% |
| All | +48.0% | -17.4% | +65.4% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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