+162.5%
CAT vs AHR
+364.8%
-202.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | +5.6% | -3.4% | +9.0% | +6.1% |
| 30D | -2.3% | -3.8% | +1.4% | -1.8% |
| 3M | -10.0% | +20.1% | -30.1% | -13.6% |
| 6M | +21.2% | +7.1% | +14.2% | +19.1% |
| YTD | +44.4% | +17.2% | +27.2% | +39.3% |
| 1Y | +96.3% | +30.4% | +65.9% | +84.6% |
| All | +162.5% | +364.8% | -202.2% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling