+73.5%
BA vs CAPR
-75.6%
+149.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +1.2% | -2.0% | +3.1% | +1.2% |
| 30D | -11.6% | +139.2% | -150.8% | -13.1% |
| 3M | -2.4% | -66.4% | +64.0% | -1.8% |
| 6M | -6.6% | -63.1% | +56.5% | -6.3% |
| YTD | -2.2% | -67.4% | +65.2% | -1.8% |
| 1Y | -8.0% | +58.2% | -66.3% | -13.9% |
| 3Y | -5.0% | +42.2% | -47.2% | -14.1% |
| 5Y | -2.7% | +87.3% | -90.0% | -14.2% |
| All | +73.5% | -75.6% | +149.1% | +41.6% |
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