-37.9%
CLF vs AHR
+364.8%
-402.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +6.5% | -3.4% | +9.9% | +6.5% |
| 30D | +0.2% | -3.8% | +4.0% | +0.3% |
| 3M | -3.1% | +20.1% | -23.1% | -3.8% |
| 6M | +25.0% | +7.1% | +17.9% | +25.0% |
| YTD | -7.5% | +17.2% | -24.7% | -7.9% |
| 1Y | +11.5% | +30.4% | -18.9% | +9.9% |
| All | -37.9% | +364.8% | -402.6% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling