-11.8%
CAG vs AHR
+33.1%
-44.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | -3.8% | -1.5% | -2.3% | -3.5% |
| 30D | +3.1% | -1.4% | +4.5% | +3.3% |
| 3M | +23.5% | +18.6% | +4.9% | +21.9% |
| 6M | -14.8% | +6.6% | -21.4% | -15.7% |
| YTD | -5.4% | +17.5% | -22.9% | -5.2% |
| 1Y | -11.8% | +30.9% | -42.7% | -10.8% |
| All | -11.8% | +33.1% | -44.9% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 1y: compounded portfolio wealth divided by compounded AHR 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…
1y analysis · Full analysis span regression · 6 months rolling