+63.9%
BAC vs AHR
+394.2%
-330.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +3.2% | -0.2% | +3.5% | +3.3% |
| 30D | -0.7% | +10.2% | -10.9% | -2.6% |
| 3M | -20.0% | +8.3% | -28.3% | -21.3% |
| 6M | +3.4% | +13.0% | -9.6% | +0.5% |
| YTD | -5.7% | +24.6% | -30.4% | -10.8% |
| 1Y | -1.4% | +22.2% | -23.7% | -6.3% |
| All | +63.9% | +394.2% | -330.3% | +12.0% |
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