+159.8%
CAT vs AHR
+365.8%
-206.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.0% |
| 7D | +1.7% | -1.5% | +3.2% | +1.9% |
| 30D | -6.6% | -1.4% | -5.2% | -6.4% |
| 3M | -13.3% | +18.6% | -31.9% | -16.6% |
| 6M | +11.6% | +6.6% | +5.0% | +9.8% |
| YTD | +42.9% | +17.5% | +25.5% | +37.8% |
| 1Y | +95.4% | +30.9% | +64.6% | +83.6% |
| All | +159.8% | +365.8% | -206.0% | +88.4% |
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 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