+12.4%
AA vs CAPR
+84.7%
-72.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.2% |
| 7D | -0.7% | -2.0% | +1.3% | -0.6% |
| 30D | +5.0% | +139.2% | -134.2% | +1.9% |
| 3M | -35.8% | -66.4% | +30.5% | -35.0% |
| 6M | -18.4% | -63.1% | +44.7% | -17.7% |
| YTD | -5.5% | -67.4% | +62.0% | -4.5% |
| 1Y | +61.0% | +58.2% | +2.7% | +43.5% |
| 3Y | +66.2% | +42.2% | +24.0% | +29.3% |
| All | +12.4% | +84.7% | -72.2% | -31.6% |
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