+23.0%
FFIV vs AHR
+26.4%
-3.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +3.1% |
| 7D | +5.4% | -2.1% | +7.5% | +5.0% |
| 30D | -2.7% | +1.9% | -4.5% | -2.3% |
| 3M | +4.5% | +15.7% | -11.1% | +6.7% |
| 6M | +42.2% | +2.5% | +39.7% | +43.6% |
| YTD | +61.3% | +15.0% | +46.3% | +65.2% |
| 1Y | +23.0% | +28.1% | -5.1% | +24.2% |
| All | +23.0% | +26.4% | -3.3% | +24.2% |
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