-64.2%
BAX vs AUR
-57.9%
-6.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.5% |
| 7D | +0.1% | -4.5% | +4.6% | +0.3% |
| 30D | +4.1% | -16.6% | +20.7% | +5.1% |
| 3M | -4.5% | -38.5% | +33.9% | -2.3% |
| 6M | +49.2% | -49.9% | +99.1% | +54.1% |
| YTD | +35.2% | +9.6% | +25.6% | +33.1% |
| 1Y | +38.3% | +1.2% | +37.1% | +36.5% |
| 3Y | -19.0% | +128.8% | -147.8% | -26.0% |
| All | -64.2% | -57.9% | -6.3% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling