+343.3%
AHR vs TAP
-28.3%
+371.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -2.1% | -3.9% | +1.8% | -1.4% |
| 30D | +1.9% | -5.3% | +7.1% | +2.8% |
| 3M | +15.7% | -3.8% | +19.4% | +16.3% |
| 6M | +2.5% | -11.4% | +13.9% | +4.4% |
| YTD | +15.0% | -13.7% | +28.8% | +17.1% |
| 1Y | +28.1% | -17.2% | +45.3% | +31.5% |
| All | +343.3% | -28.3% | +371.7% | +373.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling