+601.2%
AU vs CAPR
+43.6%
+557.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -1.1% |
| 7D | -0.3% | -9.5% | +9.2% | -0.3% |
| 30D | +12.8% | +121.5% | -108.7% | +13.2% |
| 3M | +28.5% | -65.4% | +93.8% | +28.4% |
| 6M | +4.8% | -67.5% | +72.3% | +4.8% |
| YTD | +31.0% | -68.6% | +99.6% | +30.9% |
| 1Y | +81.4% | +42.7% | +38.8% | +85.1% |
| All | +601.2% | +43.6% | +557.7% | +555.9% |
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