+72.7%
D vs AHR
+394.2%
-321.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | -1.4% | -0.2% | -1.1% | -1.3% |
| 30D | +7.7% | +10.2% | -2.5% | +5.0% |
| 3M | -0.3% | +8.3% | -8.6% | -2.4% |
| 6M | +10.1% | +13.0% | -3.0% | +6.2% |
| YTD | +19.1% | +24.6% | -5.6% | +11.7% |
| 1Y | +15.9% | +22.2% | -6.3% | +9.2% |
| All | +72.7% | +394.2% | -321.6% | +13.1% |
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 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