+11.9%
AU vs CAPR
+63.5%
-51.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.9% | +5.4% | -1.5% |
| 7D | -7.2% | +5.9% | -13.1% | -7.2% |
| 30D | -2.9% | +44.6% | -47.5% | -2.9% |
| 3M | -8.7% | +126.4% | -135.0% | -8.7% |
| 6M | -14.1% | -68.6% | +54.4% | -14.1% |
| YTD | +4.8% | -67.0% | +71.8% | +4.9% |
| 1Y | +11.9% | +65.2% | -53.3% | +13.0% |
| All | +11.9% | +63.5% | -51.6% | +13.0% |
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 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