+42.8%
AME vs AHR
+360.2%
-317.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | 0.0% | -3.0% | +3.1% | +0.5% |
| 30D | -8.6% | +2.6% | -11.2% | -9.0% |
| 3M | +5.8% | +16.0% | -10.2% | +2.7% |
| 6M | +3.8% | +3.1% | +0.7% | +2.8% |
| YTD | +14.4% | +16.0% | -1.6% | +11.0% |
| 1Y | +25.8% | +28.0% | -2.2% | +19.5% |
| All | +42.8% | +360.2% | -317.4% | +13.2% |
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