+160.3%
CAT vs AHR
+357.7%
-197.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | +2.9% | -4.3% | +7.3% | +3.6% |
| 30D | -2.6% | -3.1% | +0.4% | -2.2% |
| 3M | -10.7% | +15.7% | -26.3% | -13.6% |
| 6M | +16.1% | +4.1% | +12.1% | +14.7% |
| YTD | +43.2% | +15.4% | +27.8% | +38.4% |
| 1Y | +96.8% | +28.0% | +68.9% | +85.7% |
| All | +160.3% | +357.7% | -197.4% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling