+65.9%
DD vs AHR
+364.8%
-298.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -0.6% | -3.4% | +2.8% | +0.2% |
| 30D | -7.4% | -3.8% | -3.6% | -6.7% |
| 3M | -6.4% | +20.1% | -26.5% | -10.8% |
| 6M | -2.5% | +7.1% | -9.6% | -4.4% |
| YTD | +10.2% | +17.2% | -7.0% | +5.5% |
| 1Y | +36.9% | +30.4% | +6.6% | +26.7% |
| All | +65.9% | +364.8% | -298.8% | +22.9% |
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