+393.8%
AHR vs FIVE
+39.5%
+354.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +8.1% | +7.3% | +0.8% | +7.5% |
| 30D | +16.9% | +18.1% | -1.2% | +15.3% |
| 3M | +7.6% | +7.7% | -0.1% | +6.8% |
| 6M | +16.0% | +13.6% | +2.3% | +14.4% |
| YTD | +28.1% | +34.6% | -6.5% | +24.5% |
| 1Y | +22.8% | +66.2% | -43.4% | +17.4% |
| All | +393.8% | +39.5% | +354.3% | +361.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling