+10.4%
CARR vs AHR
+356.1%
-345.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | -3.8% | -2.1% | -1.7% | -3.4% |
| 30D | -8.9% | +1.9% | -10.8% | -9.3% |
| 3M | -17.3% | +15.7% | -33.0% | -20.4% |
| 6M | -1.4% | +2.5% | -3.9% | -2.6% |
| YTD | +10.0% | +15.0% | -5.0% | +5.9% |
| 1Y | -6.4% | +28.1% | -34.5% | -12.5% |
| All | +10.4% | +356.1% | -345.7% | -25.2% |
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