+121.5%
AMAT vs AHR
+394.2%
-272.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.3% | -2.6% |
| 7D | +11.4% | -0.2% | +11.6% | +11.4% |
| 30D | -17.0% | +10.2% | -27.3% | -17.5% |
| 3M | -30.6% | +8.3% | -38.9% | -30.9% |
| 6M | -14.9% | +13.0% | -28.0% | -16.0% |
| YTD | +44.7% | +24.6% | +20.1% | +39.8% |
| 1Y | +66.9% | +22.2% | +44.7% | +61.8% |
| All | +121.5% | +394.2% | -272.8% | +65.9% |
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