-18.3%
AMRZ vs AHR
+56.5%
-74.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.0% | -4.3% |
| 7D | -2.0% | -3.4% | +1.4% | -2.3% |
| 30D | -9.8% | -3.8% | -6.1% | -10.1% |
| 3M | -17.2% | +20.1% | -37.3% | -17.2% |
| 6M | -26.9% | +7.1% | -34.0% | -27.2% |
| YTD | -21.5% | +17.2% | -38.7% | -20.8% |
| 1Y | -22.9% | +30.4% | -53.3% | -21.8% |
| All | -18.3% | +56.5% | -74.8% | -18.9% |
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 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