+140.4%
CAPR vs AHR
+365.8%
-225.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | -2.0% | -1.5% | -0.5% | -1.8% |
| 30D | +139.2% | -1.4% | +140.6% | +139.6% |
| 3M | -66.4% | +18.6% | -84.9% | -66.4% |
| 6M | -63.1% | +6.6% | -69.7% | -63.0% |
| YTD | -67.4% | +17.5% | -84.9% | -67.4% |
| 1Y | +58.2% | +30.9% | +27.4% | +53.2% |
| All | +140.4% | +365.8% | -225.4% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling