-41.7%
AA vs CAPR
-99.1%
+57.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.9% | +5.5% | -4.1% |
| 7D | +1.2% | +7.6% | -6.4% | +1.1% |
| 30D | -5.0% | +13.3% | -18.3% | -5.4% |
| 3M | -22.2% | +130.4% | -152.6% | -24.3% |
| 6M | -36.3% | -70.8% | +34.5% | -35.6% |
| YTD | -24.2% | -69.3% | +45.1% | -23.6% |
| 1Y | +3.9% | +59.5% | -55.7% | -5.2% |
| 3Y | +67.6% | +216.8% | -149.2% | +46.1% |
| 5Y | -8.8% | +152.7% | -161.5% | -21.1% |
| 10Y | +45.0% | -68.2% | +113.2% | +18.3% |
| All | -41.7% | -99.1% | +57.4% | -52.5% |
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