+344.9%
AHR vs ACM
-26.3%
+371.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | -1.1% |
| 7D | -4.3% | -3.7% | -0.7% | -3.8% |
| 30D | -3.1% | -12.7% | +9.6% | -1.2% |
| 3M | +15.7% | -9.8% | +25.5% | +17.3% |
| 6M | +4.1% | -31.4% | +35.5% | +10.1% |
| YTD | +15.4% | -32.1% | +47.5% | +21.6% |
| 1Y | +28.0% | -47.8% | +75.8% | +41.8% |
| All | +344.9% | -26.3% | +371.2% | +330.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling