+380.4%
AHR vs ALM
+675.7%
-295.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.2% | -1.6% |
| 7D | -0.2% | +1.2% | -1.5% | -0.3% |
| 30D | +10.2% | -19.3% | +29.6% | +10.7% |
| 3M | +8.3% | -40.6% | +49.0% | +9.5% |
| 6M | +13.0% | -57.9% | +70.9% | +15.0% |
| YTD | +24.6% | -6.7% | +31.3% | +22.2% |
| 1Y | +22.2% | +20.2% | +2.0% | +18.4% |
| All | +380.4% | +675.7% | -295.3% | +313.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling