+26.5%
ALLY vs AHR
+357.7%
-331.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.7% |
| 7D | -1.9% | -4.3% | +2.4% | -1.0% |
| 30D | -4.5% | -3.1% | -1.4% | -3.9% |
| 3M | -2.8% | +15.7% | -18.5% | -6.8% |
| 6M | +10.3% | +4.1% | +6.2% | +8.5% |
| YTD | -5.7% | +15.4% | -21.1% | -10.2% |
| 1Y | +3.9% | +28.0% | -24.0% | -5.1% |
| All | +26.5% | +357.7% | -331.2% | -20.2% |
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