-10.6%
BA vs CAPR
+47.4%
-58.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.3% | -6.1% | +2.2% |
| 7D | +5.9% | +43.2% | -37.3% | +6.1% |
| 30D | -8.2% | +14.7% | -22.8% | -8.1% |
| 3M | -25.4% | +113.9% | -139.3% | -25.0% |
| 6M | -20.0% | -73.4% | +53.4% | -20.2% |
| YTD | -18.5% | -69.1% | +50.6% | -18.5% |
| 1Y | -10.6% | +47.2% | -57.8% | -9.1% |
| All | -10.6% | +47.4% | -58.1% | -9.1% |
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