-11.2%
CI vs AHR
+357.7%
-368.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.0% |
| 7D | -1.1% | -4.3% | +3.2% | -0.6% |
| 30D | +0.5% | -3.1% | +3.5% | +0.8% |
| 3M | -5.2% | +15.7% | -20.9% | -6.6% |
| 6M | +4.3% | +4.1% | +0.3% | +3.7% |
| YTD | +2.8% | +15.4% | -12.6% | +1.3% |
| 1Y | -5.8% | +28.0% | -33.8% | -8.3% |
| All | -11.2% | +357.7% | -368.9% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling