+352.8%
AHR vs ALM
+1,557.9%
-1,205.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | -1.5% | -2.6% | +1.1% | -1.4% |
| 30D | -1.4% | +32.0% | -33.4% | -2.1% |
| 3M | +18.6% | -15.0% | +33.6% | +18.9% |
| 6M | +6.6% | -10.1% | +16.7% | +6.2% |
| YTD | +17.5% | +99.4% | -82.0% | +13.2% |
| 1Y | +30.9% | +316.4% | -285.5% | +21.4% |
| All | +352.8% | +1,557.9% | -1,205.2% | +283.3% |
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 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