-11.0%
BR vs AHR
+356.1%
-367.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -3.0% | -2.1% | -0.9% | -2.7% |
| 30D | -0.3% | +1.9% | -2.2% | -0.6% |
| 3M | +17.3% | +15.7% | +1.6% | +14.6% |
| 6M | -6.7% | +2.5% | -9.2% | -7.2% |
| YTD | -23.4% | +15.0% | -38.5% | -26.1% |
| 1Y | -32.7% | +28.1% | -60.8% | -37.2% |
| All | -11.0% | +356.1% | -367.1% | -40.8% |
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