+91.5%
CAT vs AHR
+26.4%
+65.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.7% |
| 7D | +0.6% | -2.1% | +2.7% | +0.7% |
| 30D | -4.3% | +1.9% | -6.2% | -4.4% |
| 3M | -8.6% | +15.7% | -24.3% | -11.3% |
| 6M | +16.1% | +2.5% | +13.6% | +15.3% |
| YTD | +43.8% | +15.0% | +28.7% | +41.1% |
| 1Y | +91.5% | +28.1% | +63.4% | +86.3% |
| All | +91.5% | +26.4% | +65.1% | +86.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling