+25.1%
AHR vs FDS
+31.1%
-6.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +2.7% |
| 7D | +9.5% | +9.4% | 0.0% | +9.7% |
| 30D | +11.7% | +23.8% | -12.1% | +12.6% |
| 3M | +4.0% | +25.1% | -21.1% | +5.0% |
| 6M | +13.5% | +53.8% | -40.2% | +18.0% |
| YTD | +21.6% | +19.6% | +2.0% | +26.1% |
| 1Y | +25.1% | +31.6% | -6.5% | +32.2% |
| All | +25.1% | +31.1% | -6.0% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling