-19.0%
CAG vs AHR
+26.4%
-45.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -5.7% | -2.1% | -3.6% | -5.3% |
| 30D | -2.4% | +1.9% | -4.3% | -2.7% |
| 3M | +9.8% | +15.7% | -5.9% | +8.9% |
| 6M | -10.8% | +2.5% | -13.4% | -11.8% |
| YTD | -10.8% | +15.0% | -25.8% | -10.3% |
| 1Y | -19.0% | +28.1% | -47.1% | -18.0% |
| All | -19.0% | +26.4% | -45.3% | -18.0% |
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