+134.5%
CSCO vs AHR
+357.7%
-223.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.4% |
| 7D | 0.0% | -4.3% | +4.3% | +0.4% |
| 30D | -10.7% | -3.1% | -7.7% | -10.4% |
| 3M | -8.7% | +15.7% | -24.4% | -10.6% |
| 6M | +44.9% | +4.1% | +40.8% | +44.0% |
| YTD | +44.1% | +15.4% | +28.7% | +39.8% |
| 1Y | +65.9% | +28.0% | +37.9% | +56.6% |
| All | +134.5% | +357.7% | -223.2% | +69.0% |
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