+31.1%
CAPR vs AHR
+28.2%
+2.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.5% | -4.0% |
| 7D | -10.6% | -3.0% | -7.5% | -10.3% |
| 30D | +111.2% | +2.6% | +108.6% | +112.1% |
| 3M | -67.2% | +16.0% | -83.3% | -65.5% |
| 6M | -75.1% | +3.1% | -78.2% | -74.4% |
| YTD | -71.2% | +16.0% | -87.3% | -68.1% |
| 1Y | +31.1% | +28.0% | +3.2% | +39.9% |
| All | +31.1% | +28.2% | +2.9% | +39.9% |
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