+26.8%
BA vs CAPR
-59.1%
+85.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +26.5% | -25.8% | +0.3% |
| 7D | -1.4% | +25.8% | -27.2% | -1.8% |
| 30D | -7.9% | +50.2% | -58.1% | -8.6% |
| 3M | -25.2% | +185.5% | -210.7% | -26.8% |
| 6M | -26.7% | -64.8% | +38.1% | -26.5% |
| YTD | -19.6% | -61.1% | +41.5% | -19.6% |
| 1Y | -10.6% | +81.0% | -91.6% | -16.4% |
| 3Y | -11.2% | +300.7% | -312.0% | -21.9% |
| 5Y | -20.4% | +223.3% | -243.8% | -30.8% |
| 10Y | +26.8% | -58.8% | +85.5% | +1.2% |
| All | +26.8% | -59.1% | +85.8% | +1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling