+15.2%
F vs AHR
+406.6%
-391.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -2.1% | +5.1% | -7.2% | -2.9% |
| 30D | +3.3% | +12.8% | -9.5% | +1.2% |
| 3M | -11.3% | +13.0% | -24.3% | -13.2% |
| 6M | +5.3% | +18.7% | -13.4% | +2.1% |
| YTD | -2.2% | +27.8% | -30.0% | -6.6% |
| 1Y | -3.5% | +22.9% | -26.5% | -7.3% |
| All | +15.2% | +406.6% | -391.4% | -17.6% |
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