+117.4%
FFIV vs AHR
+360.2%
-242.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.5% |
| 7D | +1.6% | -3.0% | +4.7% | +1.8% |
| 30D | -3.7% | +2.6% | -6.3% | -3.9% |
| 3M | +2.0% | +16.0% | -14.0% | +0.4% |
| 6M | +39.3% | +3.1% | +36.2% | +38.9% |
| YTD | +56.1% | +16.0% | +40.1% | +52.9% |
| 1Y | +22.0% | +28.0% | -6.0% | +17.0% |
| All | +117.4% | +360.2% | -242.8% | +71.8% |
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