+344.9%
AHR vs IAG
+724.9%
-380.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.7% | -1.7% |
| 7D | -4.3% | +1.7% | -6.0% | -4.5% |
| 30D | -3.1% | +11.4% | -14.5% | -3.9% |
| 3M | +15.7% | +33.0% | -17.4% | +13.0% |
| 6M | +4.1% | -6.0% | +10.1% | +4.0% |
| YTD | +15.4% | +24.6% | -9.1% | +12.0% |
| 1Y | +28.0% | +105.0% | -77.0% | +17.4% |
| All | +344.9% | +724.9% | -380.0% | +277.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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