+54.8%
COR vs AHR
+394.2%
-339.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.4% | +3.2% |
| 7D | +7.8% | -0.2% | +8.1% | +7.9% |
| 30D | +7.0% | +10.2% | -3.2% | +5.4% |
| 3M | +16.3% | +8.3% | +7.9% | +14.8% |
| 6M | +41.3% | +13.0% | +28.2% | +38.4% |
| YTD | +7.1% | +24.6% | -17.5% | +3.6% |
| 1Y | -0.8% | +22.2% | -23.0% | -4.0% |
| All | +54.8% | +394.2% | -339.4% | +46.1% |
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