+114.1%
CAPR vs AHR
+356.1%
-242.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -11.0% | -2.1% | -8.9% | -10.7% |
| 30D | +99.8% | +1.9% | +97.9% | +99.8% |
| 3M | -66.6% | +15.7% | -82.2% | -66.5% |
| 6M | -75.1% | +2.5% | -77.6% | -74.8% |
| YTD | -71.0% | +15.0% | -86.0% | -70.9% |
| 1Y | +30.0% | +28.1% | +1.9% | +26.2% |
| All | +114.1% | +356.1% | -242.0% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling