+202.2%
COMP vs AHR
+365.8%
-163.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | +1.4% | -1.5% | +2.8% | +1.8% |
| 30D | -13.3% | -1.4% | -11.9% | -13.1% |
| 3M | +41.1% | +18.6% | +22.5% | +32.3% |
| 6M | +17.2% | +6.6% | +10.6% | +13.7% |
| YTD | +5.2% | +17.5% | -12.3% | -2.1% |
| 1Y | +18.9% | +30.9% | -11.9% | +5.0% |
| All | +202.2% | +365.8% | -163.6% | +15.1% |
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