-14.7%
AMRZ vs AHR
+56.9%
-71.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.6% |
| 7D | -1.9% | -1.5% | -0.4% | -2.0% |
| 30D | -16.9% | -1.4% | -15.5% | -16.9% |
| 3M | -19.2% | +18.6% | -37.8% | -19.1% |
| 6M | -29.3% | +6.6% | -35.9% | -29.7% |
| YTD | -18.0% | +17.5% | -35.4% | -17.3% |
| 1Y | -15.1% | +30.9% | -45.9% | -13.9% |
| All | -14.7% | +56.9% | -71.5% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling