+58.2%
CAPR vs AHR
+33.1%
+25.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.4% |
| 7D | -2.0% | -1.5% | -0.5% | -1.8% |
| 30D | +139.2% | -1.4% | +140.6% | +139.0% |
| 3M | -66.4% | +18.6% | -84.9% | -64.5% |
| 6M | -63.1% | +6.6% | -69.7% | -61.8% |
| YTD | -67.4% | +17.5% | -84.9% | -63.9% |
| 1Y | +58.2% | +30.9% | +27.4% | +66.4% |
| All | +58.2% | +33.1% | +25.2% | +66.4% |
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