-69.4%
BAX vs AUR
-35.7%
-33.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.7% |
| 7D | -7.9% | +1.4% | -9.3% | -7.9% |
| 30D | -11.7% | -6.4% | -5.2% | -11.4% |
| 3M | +16.2% | +7.7% | +8.5% | +15.4% |
| 6M | +32.0% | +44.5% | -12.5% | +28.3% |
| YTD | +24.7% | +67.4% | -42.7% | +20.2% |
| 1Y | -2.6% | +15.4% | -18.1% | -4.6% |
| 3Y | -35.0% | +94.8% | -129.8% | -40.4% |
| 5Y | -67.6% | -35.1% | -32.4% | -71.1% |
| All | -69.4% | -35.7% | -33.7% | -72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling