+2.1%
AS vs CAPR
+47.4%
-45.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.3% | -3.1% | +5.1% |
| 7D | +13.8% | +43.2% | -29.4% | +13.8% |
| 30D | +16.7% | +14.7% | +2.0% | +16.7% |
| 3M | -11.5% | +113.9% | -125.4% | -11.4% |
| 6M | -5.5% | -73.4% | +67.9% | -5.5% |
| YTD | -14.2% | -69.1% | +54.9% | -14.2% |
| 1Y | +2.1% | +47.2% | -45.1% | +3.7% |
| All | +2.1% | +47.4% | -45.4% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling