-22.1%
BA vs CAPR
+142.6%
-164.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.1% | +0.5% |
| 7D | +1.1% | +41.1% | -40.0% | +0.9% |
| 30D | -7.9% | +11.1% | -19.0% | -8.0% |
| 3M | -25.3% | +115.3% | -140.6% | -25.8% |
| 6M | -24.6% | -73.8% | +49.2% | -24.3% |
| YTD | -20.1% | -68.8% | +48.7% | -20.0% |
| 1Y | -11.8% | +43.3% | -55.1% | -14.3% |
| 3Y | -10.1% | +214.7% | -224.8% | -23.5% |
| All | -22.1% | +142.6% | -164.7% | -41.4% |
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