+380.4%
AHR vs FIVE
+35.7%
+344.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -0.2% | +2.7% | -2.9% | -0.5% |
| 30D | +10.2% | +12.7% | -2.4% | +9.1% |
| 3M | +8.3% | +2.1% | +6.3% | +8.0% |
| 6M | +13.0% | +17.5% | -4.4% | +11.2% |
| YTD | +24.6% | +31.0% | -6.3% | +21.4% |
| 1Y | +22.2% | +67.7% | -45.5% | +16.7% |
| All | +380.4% | +35.7% | +344.7% | +350.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling