-10.3%
CI vs AHR
+365.8%
-376.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.1% |
| 7D | +1.3% | -1.5% | +2.8% | +1.5% |
| 30D | +4.4% | -1.4% | +5.8% | +4.6% |
| 3M | +0.7% | +18.6% | -17.9% | -1.2% |
| 6M | +0.3% | +6.6% | -6.2% | -0.6% |
| YTD | +3.8% | +17.5% | -13.7% | +2.1% |
| 1Y | -5.5% | +30.9% | -36.4% | -8.2% |
| All | -10.3% | +365.8% | -376.1% | -23.5% |
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