-33.6%
CLF vs AHR
+406.6%
-440.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.2% |
| 7D | +2.3% | +5.1% | -2.7% | +2.5% |
| 30D | +1.9% | +12.8% | -10.8% | +2.3% |
| 3M | +5.9% | +13.0% | -7.1% | +6.2% |
| 6M | +16.9% | +18.7% | -1.8% | +17.1% |
| YTD | -1.1% | +27.8% | -28.8% | -1.1% |
| 1Y | +28.8% | +22.9% | +5.9% | +29.0% |
| All | -33.6% | +406.6% | -440.2% | -43.0% |
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 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