-63.1%
CAPR vs AHR
+6.0%
-69.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.0% |
| 7D | -2.0% | -1.5% | -0.5% | -1.4% |
| 30D | +139.2% | -1.4% | +140.6% | +139.6% |
| 3M | -66.4% | +18.6% | -84.9% | -65.7% |
| 6M | -63.1% | +6.6% | -69.7% | -59.3% |
| All | -63.1% | +6.0% | -69.2% | -59.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling