+352.8%
AHR vs ACM
-23.4%
+376.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -1.5% | -3.7% | +2.3% | -0.9% |
| 30D | -1.4% | -11.1% | +9.7% | +0.2% |
| 3M | +18.6% | -8.0% | +26.6% | +19.8% |
| 6M | +6.6% | -29.7% | +36.2% | +12.4% |
| YTD | +17.5% | -29.4% | +46.8% | +23.0% |
| 1Y | +30.9% | -46.4% | +77.3% | +44.8% |
| All | +352.8% | -23.4% | +376.1% | +335.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling