+343.3%
AHR vs NWSA
+22.0%
+321.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.1% | -2.8% | +0.7% | -1.7% |
| 30D | +1.9% | +3.0% | -1.1% | +1.5% |
| 3M | +15.7% | +12.3% | +3.3% | +13.5% |
| 6M | +2.5% | +21.9% | -19.3% | -0.8% |
| YTD | +15.0% | +13.6% | +1.5% | +12.5% |
| 1Y | +28.1% | +0.5% | +27.6% | +28.8% |
| All | +343.3% | +22.0% | +321.4% | +321.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling