-39.3%
CAG vs AHR
+360.2%
-399.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.8% |
| 7D | -5.9% | -3.0% | -2.8% | -5.6% |
| 30D | -1.5% | +2.6% | -4.1% | -1.7% |
| 3M | +11.5% | +16.0% | -4.6% | +10.8% |
| 6M | -15.7% | +3.1% | -18.8% | -16.0% |
| YTD | -10.2% | +16.0% | -26.3% | -10.6% |
| 1Y | -18.1% | +28.0% | -46.0% | -18.7% |
| All | -39.3% | +360.2% | -399.5% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling