+343.3%
AHR vs USFR
+12.2%
+331.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.6% |
| 7D | -2.1% | +0.1% | -2.2% | -3.3% |
| 30D | +1.9% | +0.4% | +1.5% | -1.5% |
| 3M | +15.7% | +1.0% | +14.6% | +5.0% |
| 6M | +2.5% | +2.0% | +0.5% | -14.1% |
| YTD | +15.0% | +2.8% | +12.3% | -10.2% |
| 1Y | +28.1% | +4.1% | +24.0% | -12.2% |
| All | +343.3% | +12.2% | +331.1% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling