+59.6%
CTVA vs AHR
+356.1%
-296.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -4.5% | -2.1% | -2.4% | -4.1% |
| 30D | +11.3% | +1.9% | +9.4% | +10.9% |
| 3M | +12.3% | +15.7% | -3.3% | +9.5% |
| 6M | +7.2% | +2.5% | +4.7% | +6.5% |
| YTD | +26.0% | +15.0% | +11.0% | +22.5% |
| 1Y | +16.0% | +28.1% | -12.1% | +10.2% |
| All | +59.6% | +356.1% | -296.4% | +27.8% |
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