+132.6%
AU vs CAPR
-99.0%
+231.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.9% | +5.4% | -1.4% |
| 7D | -7.2% | +5.9% | -13.1% | -7.3% |
| 30D | -2.9% | +44.6% | -47.5% | -3.2% |
| 3M | -8.7% | +126.4% | -135.0% | -9.4% |
| 6M | -14.1% | -68.6% | +54.4% | -13.9% |
| YTD | +4.8% | -67.0% | +71.8% | +5.0% |
| 1Y | +11.9% | +65.2% | -53.3% | +8.8% |
| 3Y | +513.8% | +235.6% | +278.2% | +480.5% |
| 5Y | +379.3% | +175.4% | +203.8% | +351.1% |
| 10Y | +837.1% | -65.0% | +902.0% | +757.6% |
| All | +132.6% | -99.0% | +231.7% | +116.3% |
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