+34.3%
FANG vs AHR
+26.3%
+8.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -4.6% |
| 7D | -11.3% | +9.5% | -20.8% | -10.5% |
| 30D | -0.7% | +11.7% | -12.3% | +0.5% |
| 3M | -4.2% | +4.0% | -8.1% | -4.0% |
| 6M | -13.5% | +13.5% | -27.0% | -11.6% |
| YTD | +23.7% | +21.6% | +2.1% | +25.0% |
| 1Y | +34.3% | +25.1% | +9.2% | +34.0% |
| All | +34.3% | +26.3% | +8.0% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling