+121.0%
CAPR vs AHR
+357.7%
-236.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.4% |
| 7D | -12.6% | -4.3% | -8.3% | -12.1% |
| 30D | +124.4% | -3.1% | +127.5% | +125.4% |
| 3M | -66.8% | +15.7% | -82.5% | -66.7% |
| 6M | -71.8% | +4.1% | -75.9% | -71.6% |
| YTD | -70.1% | +15.4% | -85.5% | -70.0% |
| 1Y | +33.3% | +28.0% | +5.4% | +29.5% |
| All | +121.0% | +357.7% | -236.7% | +37.1% |
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 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