-20.2%
AMRZ vs AHR
+66.4%
-86.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +13.0% | +10.2% | +2.7% | +13.4% |
| 3M | -12.1% | +8.3% | -20.4% | -11.9% |
| 6M | -19.1% | +13.0% | -32.2% | -19.3% |
| YTD | -23.3% | +24.6% | -47.9% | -22.5% |
| 1Y | -16.6% | +22.2% | -38.8% | -16.1% |
| All | -20.2% | +66.4% | -86.6% | -20.6% |
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 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