+53.6%
AA vs CAPR
-64.9%
+118.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +9.4% | -3.7% | +5.4% |
| 7D | +4.8% | +36.0% | -31.2% | +3.7% |
| 30D | -0.6% | +25.8% | -26.4% | -1.6% |
| 3M | -16.3% | +140.8% | -157.1% | -19.5% |
| 6M | -33.4% | -67.6% | +34.2% | -32.6% |
| YTD | -20.7% | -65.9% | +45.2% | -20.1% |
| 1Y | +12.9% | +66.1% | -53.2% | -1.1% |
| 3Y | +75.7% | +256.9% | -181.2% | +40.4% |
| 5Y | -6.8% | +172.1% | -178.9% | -26.4% |
| 10Y | +53.6% | -64.7% | +118.3% | +5.9% |
| All | +53.6% | -64.9% | +118.6% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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