+37.7%
COP vs AHR
+394.2%
-356.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.6% |
| 7D | +4.4% | -0.2% | +4.6% | +4.4% |
| 30D | 0.0% | +10.2% | -10.3% | -0.4% |
| 3M | +15.0% | +8.3% | +6.7% | +14.6% |
| 6M | +22.0% | +13.0% | +9.0% | +21.3% |
| YTD | +55.3% | +24.6% | +30.7% | +53.1% |
| 1Y | +64.1% | +22.2% | +41.9% | +61.9% |
| All | +37.7% | +394.2% | -356.5% | +26.4% |
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