+32.9%
COP vs AHR
+356.1%
-323.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +2.3% | -2.1% | +4.4% | +2.4% |
| 30D | +8.6% | +1.9% | +6.7% | +8.6% |
| 3M | +19.9% | +15.7% | +4.2% | +19.1% |
| 6M | +19.0% | +2.5% | +16.5% | +19.0% |
| YTD | +50.0% | +15.0% | +34.9% | +48.3% |
| 1Y | +50.5% | +28.1% | +22.4% | +46.9% |
| All | +32.9% | +356.1% | -323.2% | +22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling