+7.6%
COMP vs AHR
+23.3%
-15.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.0% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +16.6% | +10.2% | +6.3% | +15.0% |
| 3M | -23.5% | +8.3% | -31.8% | -24.4% |
| 6M | +25.7% | +13.0% | +12.7% | +22.8% |
| YTD | -3.4% | +24.6% | -28.0% | -6.3% |
| 1Y | +7.6% | +22.2% | -14.6% | +4.0% |
| All | +7.6% | +23.3% | -15.7% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling