+5.9%
CLF vs AHR
+11.8%
-5.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.0% |
| 7D | +2.3% | +5.1% | -2.7% | +5.6% |
| 30D | +1.9% | +12.8% | -10.8% | +11.5% |
| 3M | +5.9% | +13.0% | -7.1% | +15.0% |
| All | +5.9% | +11.8% | -5.9% | +15.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling