-36.8%
CLF vs AHR
+365.8%
-402.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +1.8% |
| 7D | +7.6% | -1.5% | +9.0% | +7.6% |
| 30D | -1.2% | -1.4% | +0.2% | -1.2% |
| 3M | -13.4% | +18.6% | -32.0% | -14.0% |
| 6M | +15.4% | +6.6% | +8.8% | +15.4% |
| YTD | -5.9% | +17.5% | -23.3% | -6.3% |
| 1Y | +18.8% | +30.9% | -12.0% | +17.0% |
| All | -36.8% | +365.8% | -402.6% | -46.0% |
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