+227.3%
ARM vs AHR
+365.8%
-138.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +4.0% |
| 7D | +5.5% | -1.5% | +6.9% | +5.5% |
| 30D | -8.2% | -1.4% | -6.8% | -8.1% |
| 3M | -35.9% | +18.6% | -54.5% | -37.7% |
| 6M | +103.1% | +6.6% | +96.5% | +101.7% |
| YTD | +130.6% | +17.5% | +113.2% | +122.1% |
| 1Y | +86.1% | +30.9% | +55.2% | +72.4% |
| All | +227.3% | +365.8% | -138.4% | +228.3% |
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