+54.3%
AFL vs AHR
+357.7%
-303.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | 0.0% |
| 7D | -2.1% | -4.3% | +2.2% | -1.2% |
| 30D | -5.4% | -3.1% | -2.4% | -4.9% |
| 3M | -0.3% | +15.7% | -15.9% | -3.6% |
| 6M | +5.2% | +4.1% | +1.1% | +3.8% |
| YTD | +5.7% | +15.4% | -9.7% | +1.6% |
| 1Y | +10.2% | +28.0% | -17.7% | +2.8% |
| All | +54.3% | +357.7% | -303.4% | +13.4% |
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 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