+195.5%
AGI vs AHR
+356.1%
-160.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -2.7% | -2.1% | -0.7% | -2.2% |
| 30D | +7.2% | +1.9% | +5.4% | +6.7% |
| 3M | +4.3% | +15.7% | -11.4% | -0.1% |
| 6M | -27.1% | +2.5% | -29.6% | -27.6% |
| YTD | -6.6% | +15.0% | -21.6% | -10.7% |
| 1Y | +9.5% | +28.1% | -18.6% | +0.6% |
| All | +195.5% | +356.1% | -160.6% | +100.4% |
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