+166.4%
BA vs CAPR
-99.1%
+265.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.0% | -2.5% |
| 7D | -0.1% | +29.7% | -29.8% | -0.4% |
| 30D | -9.1% | +11.0% | -20.1% | -9.3% |
| 3M | -28.2% | +118.8% | -147.0% | -29.0% |
| 6M | -23.1% | -73.9% | +50.8% | -22.7% |
| YTD | -20.6% | -70.2% | +49.7% | -20.3% |
| 1Y | -12.7% | +38.3% | -51.0% | -16.3% |
| 3Y | -11.6% | +199.7% | -211.2% | -17.7% |
| 5Y | -23.1% | +130.6% | -153.7% | -28.8% |
| 10Y | +34.4% | -68.5% | +102.9% | +20.0% |
| All | +166.4% | -99.1% | +265.6% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling