+6.1%
AS vs CAPR
+43.1%
-37.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | +0.5% |
| 7D | +6.9% | +41.1% | -34.1% | +7.0% |
| 30D | +16.0% | +11.1% | +4.9% | +16.0% |
| 3M | -12.8% | +115.3% | -128.2% | -12.7% |
| 6M | -15.4% | -73.8% | +58.4% | -15.4% |
| YTD | -15.7% | -68.8% | +53.1% | -15.7% |
| 1Y | +6.1% | +43.3% | -37.2% | +7.7% |
| All | +6.1% | +43.1% | -37.0% | +7.7% |
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