+47.8%
AA vs CAPR
-59.1%
+106.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +26.5% | -23.8% | +1.7% |
| 7D | +1.1% | +25.8% | -24.7% | +0.2% |
| 30D | -1.3% | +50.2% | -51.5% | -2.9% |
| 3M | -23.9% | +185.5% | -209.4% | -27.4% |
| 6M | -36.8% | -64.8% | +28.0% | -36.3% |
| YTD | -22.2% | -61.1% | +39.0% | -22.0% |
| 1Y | +10.4% | +81.0% | -70.6% | -3.6% |
| 3Y | +72.0% | +300.7% | -228.7% | +36.8% |
| 5Y | -15.6% | +223.3% | -239.0% | -33.9% |
| 10Y | +47.8% | -58.8% | +106.5% | +1.7% |
| All | +47.8% | -59.1% | +106.8% | +1.7% |
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