+343.3%
AHR vs ALM
+1,361.7%
-1,018.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.7% |
| 7D | -2.1% | -11.8% | +9.8% | -1.8% |
| 30D | +1.9% | +7.8% | -5.9% | +1.7% |
| 3M | +15.7% | -9.3% | +24.9% | +15.7% |
| 6M | +2.5% | -30.5% | +33.0% | +3.0% |
| YTD | +15.0% | +75.8% | -60.8% | +11.2% |
| 1Y | +28.1% | +241.2% | -213.1% | +19.6% |
| All | +343.3% | +1,361.7% | -1,018.3% | +276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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