+12.0%
F vs AHR
+394.2%
-382.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | 0.0% | +10.2% | -10.2% | -1.6% |
| 3M | -13.2% | +8.3% | -21.5% | -14.4% |
| 6M | -10.2% | +13.0% | -23.2% | -12.2% |
| YTD | -4.9% | +24.6% | -29.6% | -8.8% |
| 1Y | -6.1% | +22.2% | -28.3% | -9.7% |
| All | +12.0% | +394.2% | -382.2% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling