+148.0%
AU vs CAPR
-98.9%
+246.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +26.5% | -28.5% | -2.2% |
| 7D | +4.7% | +25.8% | -21.1% | +4.4% |
| 30D | -1.5% | +50.2% | -51.7% | -1.9% |
| 3M | -5.0% | +185.5% | -190.5% | -6.0% |
| 6M | -13.5% | -64.8% | +51.3% | -13.3% |
| YTD | +11.7% | -61.1% | +72.9% | +11.8% |
| 1Y | +21.3% | +81.0% | -59.6% | +17.9% |
| 3Y | +545.0% | +300.7% | +244.2% | +509.0% |
| 5Y | +412.0% | +223.3% | +188.6% | +381.3% |
| 10Y | +899.1% | -58.8% | +957.8% | +813.2% |
| All | +148.0% | -98.9% | +246.9% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling