+27.6%
ALLY vs AHR
+360.2%
-332.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -3.3% | -3.0% | -0.2% | -2.6% |
| 30D | -4.1% | +2.6% | -6.7% | -4.6% |
| 3M | +1.4% | +16.0% | -14.6% | -2.8% |
| 6M | +14.4% | +3.1% | +11.3% | +12.9% |
| YTD | -4.9% | +16.0% | -21.0% | -9.6% |
| 1Y | +5.5% | +28.0% | -22.4% | -3.6% |
| All | +27.6% | +360.2% | -332.6% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling