+33.7%
CFG vs AHR
+26.3%
+7.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +2.0% |
| 7D | +1.8% | +9.5% | -7.7% | +0.3% |
| 30D | +3.3% | +11.7% | -8.4% | +1.4% |
| 3M | -9.8% | +4.0% | -13.8% | -10.6% |
| 6M | +5.2% | +13.5% | -8.3% | +2.5% |
| YTD | +16.1% | +21.6% | -5.5% | +13.0% |
| 1Y | +33.7% | +25.1% | +8.6% | +29.6% |
| All | +33.7% | +26.3% | +7.4% | +29.6% |
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