+15.5%
F vs AHR
+408.0%
-392.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.8% |
| 7D | +1.0% | +8.1% | -7.2% | -0.3% |
| 30D | +2.1% | +16.9% | -14.8% | -0.5% |
| 3M | -10.3% | +7.6% | -17.8% | -11.5% |
| 6M | +3.3% | +16.0% | -12.7% | +0.5% |
| YTD | -2.0% | +28.1% | -30.1% | -6.4% |
| 1Y | -2.3% | +22.8% | -25.1% | -6.1% |
| All | +15.5% | +408.0% | -392.5% | -17.5% |
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