-6.1%
CI vs AHR
+26.4%
-32.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -0.1% | -2.1% | +2.0% | +0.2% |
| 30D | +1.8% | +1.9% | -0.1% | +1.6% |
| 3M | -4.2% | +15.7% | -19.9% | -5.0% |
| 6M | +8.8% | +2.5% | +6.3% | +7.5% |
| YTD | +3.7% | +15.0% | -11.3% | +4.5% |
| 1Y | -6.1% | +28.1% | -34.2% | -0.2% |
| All | -6.1% | +26.4% | -32.5% | -0.2% |
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