+47.1%
CME vs AHR
+360.2%
-313.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | -2.4% | -3.0% | +0.7% | -2.1% |
| 30D | +6.2% | +2.6% | +3.6% | +5.9% |
| 3M | +4.4% | +16.0% | -11.6% | +2.6% |
| 6M | -9.6% | +3.1% | -12.7% | -10.2% |
| YTD | +3.8% | +16.0% | -12.3% | +1.7% |
| 1Y | +9.5% | +28.0% | -18.4% | +6.1% |
| All | +47.1% | +360.2% | -313.1% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling