-32.3%
CMG vs AHR
+360.2%
-392.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | -3.8% | -3.0% | -0.8% | -3.5% |
| 30D | +12.9% | +2.6% | +10.3% | +12.6% |
| 3M | +18.8% | +16.0% | +2.7% | +16.4% |
| 6M | +4.1% | +3.1% | +1.0% | +3.3% |
| YTD | -2.4% | +16.0% | -18.4% | -4.4% |
| 1Y | -6.7% | +28.0% | -34.6% | -10.4% |
| All | -32.3% | +360.2% | -392.4% | -44.8% |
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