+131.9%
AS vs CAPR
+178.4%
-46.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +26.5% | -28.9% | -2.6% |
| 7D | -3.0% | +25.8% | -28.8% | -3.1% |
| 30D | +9.6% | +50.2% | -40.6% | +9.3% |
| 3M | -8.2% | +185.5% | -193.7% | -8.7% |
| 6M | -9.9% | -64.8% | +54.9% | -9.7% |
| YTD | -16.8% | -61.1% | +44.3% | -16.7% |
| 1Y | +3.0% | +81.0% | -78.0% | +1.2% |
| All | +131.9% | +178.4% | -46.5% | +128.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling