-68.1%
BAX vs AUR
-34.9%
-33.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.7% | -6.4% | -3.9% |
| 7D | -2.4% | +19.2% | -21.7% | -3.4% |
| 30D | -9.7% | -7.8% | -1.9% | -9.4% |
| 3M | +29.3% | +4.0% | +25.3% | +28.6% |
| 6M | +40.7% | +45.0% | -4.3% | +36.7% |
| YTD | +30.3% | +69.5% | -39.3% | +25.4% |
| 1Y | +3.4% | +13.0% | -9.6% | +1.4% |
| 3Y | -32.0% | +90.4% | -122.4% | -37.7% |
| 5Y | -66.9% | -34.2% | -32.7% | -70.5% |
| All | -68.1% | -34.9% | -33.2% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling