+14.4%
ALK vs AHR
+364.8%
-350.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +0.1% | -3.4% | +3.6% | +1.1% |
| 30D | -18.5% | -3.8% | -14.7% | -17.7% |
| 3M | -3.6% | +20.1% | -23.6% | -9.5% |
| 6M | -3.7% | +7.1% | -10.8% | -6.5% |
| YTD | -19.0% | +17.2% | -36.2% | -23.4% |
| 1Y | -36.0% | +30.4% | -66.4% | -42.0% |
| All | +14.4% | +364.8% | -350.3% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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