-26.4%
BA vs CAPR
+172.3%
-198.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | 0.0% |
| 7D | -1.1% | +5.9% | -7.0% | -1.2% |
| 30D | -7.1% | +44.6% | -51.7% | -7.4% |
| 3M | -25.5% | +126.4% | -151.9% | -26.1% |
| 6M | -28.7% | -68.6% | +39.9% | -28.5% |
| YTD | -21.0% | -67.0% | +46.0% | -20.9% |
| 1Y | -11.9% | +65.2% | -77.0% | -14.8% |
| 3Y | -16.2% | +235.6% | -251.7% | -28.8% |
| All | -26.4% | +172.3% | -198.7% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling