+380.4%
AHR vs FDS
-28.2%
+408.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -0.2% | +1.5% | -1.7% | -0.3% |
| 30D | +10.2% | +14.8% | -4.6% | +9.4% |
| 3M | +8.3% | +16.3% | -8.0% | +7.3% |
| 6M | +13.0% | +66.2% | -53.2% | +10.3% |
| YTD | +24.6% | +16.2% | +8.4% | +27.8% |
| 1Y | +22.2% | +21.8% | +0.4% | +23.7% |
| All | +380.4% | -28.2% | +408.6% | +452.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling