-17.4%
AA vs CAPR
+172.3%
-189.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.9% | +5.2% | -1.5% |
| 7D | +0.5% | +5.9% | -5.4% | +0.2% |
| 30D | -0.6% | +44.6% | -45.2% | -1.9% |
| 3M | -19.7% | +126.4% | -146.0% | -22.2% |
| 6M | -41.6% | -68.6% | +27.0% | -40.9% |
| YTD | -24.6% | -67.0% | +42.3% | -24.1% |
| 1Y | +4.9% | +65.2% | -60.3% | -6.9% |
| 3Y | +66.8% | +235.6% | -168.7% | +16.8% |
| All | -17.4% | +172.3% | -189.7% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling