+120.4%
AS vs CAPR
+133.3%
-12.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.6% |
| 7D | -4.9% | -2.0% | -2.9% | -4.9% |
| 30D | -19.6% | +139.2% | -158.8% | -20.0% |
| 3M | -14.4% | -66.4% | +52.0% | -14.2% |
| 6M | -20.1% | -63.1% | +43.0% | -20.0% |
| YTD | -20.9% | -67.4% | +46.5% | -20.8% |
| 1Y | -21.9% | +58.2% | -80.1% | -23.4% |
| All | +120.4% | +133.3% | -12.9% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling