+32.6%
COP vs AHR
+360.2%
-327.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.4% |
| 7D | +1.0% | -3.0% | +4.0% | +1.1% |
| 30D | +9.6% | +2.6% | +7.0% | +9.5% |
| 3M | +15.0% | +16.0% | -1.0% | +14.3% |
| 6M | +21.8% | +3.1% | +18.7% | +21.7% |
| YTD | +49.6% | +16.0% | +33.6% | +48.0% |
| 1Y | +49.9% | +28.0% | +21.9% | +46.4% |
| All | +32.6% | +360.2% | -327.5% | +22.1% |
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 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