+347.3%
AHR vs NWSA
+21.7%
+325.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -3.0% | -4.8% | +1.7% | -2.4% |
| 30D | +2.6% | +3.0% | -0.4% | +2.2% |
| 3M | +16.0% | +9.3% | +6.7% | +14.3% |
| 6M | +3.1% | +23.2% | -20.1% | -0.4% |
| YTD | +16.0% | +13.3% | +2.7% | +13.6% |
| 1Y | +28.0% | +2.9% | +25.1% | +27.8% |
| All | +347.3% | +21.7% | +325.6% | +324.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling