+33.0%
EWZ vs AHR
+364.8%
-331.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +5.6% | -3.4% | +9.0% | +6.2% |
| 30D | +9.3% | -3.8% | +13.0% | +9.9% |
| 3M | +15.7% | +20.1% | -4.4% | +11.7% |
| 6M | +7.4% | +7.1% | +0.4% | +5.9% |
| YTD | +22.7% | +17.2% | +5.5% | +18.9% |
| 1Y | +36.4% | +30.4% | +6.0% | +29.4% |
| All | +33.0% | +364.8% | -331.7% | +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 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