+78.2%
ALL vs AHR
+394.2%
-316.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.7% |
| 7D | +5.0% | -0.2% | +5.3% | +5.1% |
| 30D | +13.3% | +10.2% | +3.1% | +10.3% |
| 3M | +3.2% | +8.3% | -5.1% | +0.8% |
| 6M | +25.3% | +13.0% | +12.3% | +20.9% |
| YTD | +30.5% | +24.6% | +5.8% | +22.1% |
| 1Y | +29.2% | +22.2% | +7.0% | +21.4% |
| All | +78.2% | +394.2% | -316.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling