-42.4%
AA vs CAPR
-99.1%
+56.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.7% | +2.8% |
| 7D | +0.9% | +41.1% | -40.2% | 0.0% |
| 30D | -6.7% | +11.1% | -17.8% | -7.0% |
| 3M | -16.3% | +115.3% | -131.7% | -18.5% |
| 6M | -37.1% | -73.8% | +36.7% | -36.2% |
| YTD | -25.0% | -68.8% | +43.8% | -24.5% |
| 1Y | +8.6% | +43.3% | -34.7% | -0.6% |
| 3Y | +57.2% | +214.7% | -157.4% | +37.1% |
| 5Y | -13.0% | +141.3% | -154.3% | -24.7% |
| 10Y | +65.5% | -67.0% | +132.6% | +35.0% |
| All | -42.4% | -99.1% | +56.7% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling