+343.3%
AHR vs EXEL
+166.1%
+177.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | -2.1% | -4.9% | +2.8% | -1.8% |
| 30D | +1.9% | +11.4% | -9.5% | +1.2% |
| 3M | +15.7% | +4.9% | +10.8% | +15.3% |
| 6M | +2.5% | +34.4% | -31.9% | +1.1% |
| YTD | +15.0% | +28.0% | -13.0% | +13.6% |
| 1Y | +28.1% | +43.6% | -15.5% | +26.0% |
| All | +343.3% | +166.1% | +177.2% | +340.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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