+344.9%
AHR vs FIVE
+35.9%
+309.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.3% |
| 7D | -4.3% | +1.7% | -6.0% | -4.5% |
| 30D | -3.1% | +5.0% | -8.1% | -3.5% |
| 3M | +15.7% | +29.5% | -13.8% | +13.1% |
| 6M | +4.1% | +12.4% | -8.3% | +2.8% |
| YTD | +15.4% | +31.2% | -15.8% | +12.6% |
| 1Y | +28.0% | +72.9% | -44.9% | +21.8% |
| All | +344.9% | +35.9% | +309.0% | +317.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling