-16.8%
ELV vs AHR
+357.7%
-374.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.1% |
| 7D | -2.2% | -4.3% | +2.1% | -1.7% |
| 30D | -0.2% | -3.1% | +2.9% | +0.1% |
| 3M | -6.1% | +15.7% | -21.8% | -7.4% |
| 6M | +42.8% | +4.1% | +38.7% | +41.9% |
| YTD | +14.4% | +15.4% | -1.0% | +12.5% |
| 1Y | +28.6% | +28.0% | +0.6% | +24.5% |
| All | -16.8% | +357.7% | -374.5% | -34.2% |
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 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