+27.9%
ALLY vs AHR
+364.8%
-336.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | +1.0% | -3.4% | +4.5% | +1.8% |
| 30D | -3.3% | -3.8% | +0.5% | -2.6% |
| 3M | +0.5% | +20.1% | -19.6% | -4.5% |
| 6M | +12.6% | +7.1% | +5.5% | +10.0% |
| YTD | -4.7% | +17.2% | -21.9% | -9.5% |
| 1Y | +5.2% | +30.4% | -25.2% | -4.4% |
| All | +27.9% | +364.8% | -336.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling