-23.1%
BA vs CAPR
+126.3%
-149.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.0% | -2.5% |
| 7D | -0.1% | +29.7% | -29.8% | -0.3% |
| 30D | -9.1% | +11.0% | -20.1% | -9.2% |
| 3M | -28.2% | +118.8% | -147.0% | -28.7% |
| 6M | -23.1% | -73.9% | +50.8% | -22.8% |
| YTD | -20.6% | -70.2% | +49.7% | -20.4% |
| 1Y | -12.7% | +38.3% | -51.0% | -15.2% |
| 3Y | -11.6% | +199.7% | -211.2% | -24.7% |
| 5Y | -23.1% | +130.6% | -153.7% | -43.9% |
| All | -23.1% | +126.3% | -149.5% | -43.9% |
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