+32.3%
CMS vs AHR
+365.8%
-333.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.2% |
| 7D | +0.4% | -1.5% | +1.8% | +0.7% |
| 30D | -3.6% | -1.4% | -2.2% | -3.4% |
| 3M | -1.9% | +18.6% | -20.5% | -5.5% |
| 6M | -11.0% | +6.6% | -17.5% | -12.5% |
| YTD | +0.2% | +17.5% | -17.3% | -3.4% |
| 1Y | -1.3% | +30.9% | -32.2% | -7.0% |
| All | +32.3% | +365.8% | -333.5% | -0.1% |
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