+351.8%
AHR vs EXEL
+173.4%
+178.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | -3.4% | +1.4% | -4.8% | -3.5% |
| 30D | -3.8% | +6.7% | -10.4% | -4.2% |
| 3M | +20.1% | +11.5% | +8.6% | +19.3% |
| 6M | +7.1% | +38.8% | -31.7% | +5.4% |
| YTD | +17.2% | +31.6% | -14.4% | +15.6% |
| 1Y | +30.4% | +53.0% | -22.6% | +27.9% |
| All | +351.8% | +173.4% | +178.3% | +348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling