+143.7%
CAPR vs AHR
+394.2%
-250.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.5% | -5.5% | -6.7% |
| 7D | +5.9% | -0.2% | +6.1% | +6.0% |
| 30D | +44.6% | +10.2% | +34.4% | +42.6% |
| 3M | +126.4% | +8.3% | +118.0% | +124.2% |
| 6M | -68.6% | +13.0% | -81.6% | -68.7% |
| YTD | -67.0% | +24.6% | -91.6% | -67.3% |
| 1Y | +65.2% | +22.2% | +42.9% | +62.5% |
| All | +143.7% | +394.2% | -250.5% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling