+68.3%
AU vs CAPR
+26.9%
+41.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.3% | -4.3% |
| 7D | -7.0% | -10.6% | +3.6% | -7.0% |
| 30D | +7.3% | +111.2% | -103.9% | +7.3% |
| 3M | +33.2% | -67.2% | +100.4% | +33.3% |
| 6M | -0.6% | -75.1% | +74.5% | -0.6% |
| YTD | +26.2% | -71.2% | +97.4% | +26.3% |
| 1Y | +68.3% | +31.1% | +37.1% | +66.7% |
| All | +68.3% | +26.9% | +41.4% | +66.7% |
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