+343.3%
AHR vs ACM
-26.9%
+370.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | -2.1% | -4.6% | +2.5% | -1.4% |
| 30D | +1.9% | +4.1% | -2.2% | +1.1% |
| 3M | +15.7% | -8.3% | +24.0% | +17.0% |
| 6M | +2.5% | -30.1% | +32.6% | +8.0% |
| YTD | +15.0% | -32.6% | +47.6% | +21.3% |
| 1Y | +28.1% | -49.6% | +77.7% | +43.3% |
| All | +343.3% | -26.9% | +370.2% | +329.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling