+344.9%
AHR vs TW
+5.1%
+339.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -4.3% | -0.5% | -3.8% | -4.3% |
| 30D | -3.1% | -0.6% | -2.5% | -3.0% |
| 3M | +15.7% | +3.4% | +12.3% | +14.6% |
| 6M | +4.1% | -18.4% | +22.5% | +8.4% |
| YTD | +15.4% | -3.9% | +19.3% | +15.1% |
| 1Y | +28.0% | -13.3% | +41.3% | +31.4% |
| All | +344.9% | +5.1% | +339.8% | +341.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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