-10.4%
CI vs AHR
+360.2%
-370.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.9% |
| 7D | -1.3% | -3.0% | +1.7% | -1.0% |
| 30D | +3.1% | +2.6% | +0.5% | +2.8% |
| 3M | -4.5% | +16.0% | -20.5% | -6.0% |
| 6M | +8.3% | +3.1% | +5.2% | +7.6% |
| YTD | +3.8% | +16.0% | -12.3% | +2.2% |
| 1Y | -5.0% | +28.0% | -33.0% | -7.5% |
| All | -10.4% | +360.2% | -370.5% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling