+140.2%
CSCO vs AHR
+356.1%
-215.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.5% |
| 7D | +2.7% | -2.1% | +4.8% | +2.9% |
| 30D | -9.5% | +1.9% | -11.4% | -9.7% |
| 3M | -7.6% | +15.7% | -23.3% | -9.5% |
| 6M | +44.9% | +2.5% | +42.4% | +44.4% |
| YTD | +47.7% | +15.0% | +32.7% | +43.3% |
| 1Y | +69.1% | +28.1% | +41.0% | +59.5% |
| All | +140.2% | +356.1% | -215.8% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling