+32.8%
EWZ vs AHR
+360.2%
-327.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | +1.1% | -3.0% | +4.2% | +1.6% |
| 30D | +13.5% | +2.6% | +10.9% | +13.0% |
| 3M | +15.2% | +16.0% | -0.8% | +12.0% |
| 6M | +3.7% | +3.1% | +0.6% | +2.9% |
| YTD | +22.5% | +16.0% | +6.5% | +19.0% |
| 1Y | +35.3% | +28.0% | +7.3% | +28.7% |
| All | +32.8% | +360.2% | -327.3% | +7.0% |
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 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