+120.8%
FFIV vs AHR
+357.7%
-236.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +3.9% |
| 7D | +3.5% | -4.3% | +7.8% | +3.7% |
| 30D | -1.3% | -3.1% | +1.8% | -1.2% |
| 3M | +2.4% | +15.7% | -13.3% | +0.8% |
| 6M | +41.8% | +4.1% | +37.7% | +41.2% |
| YTD | +58.5% | +15.4% | +43.1% | +55.3% |
| 1Y | +24.3% | +28.0% | -3.6% | +19.2% |
| All | +120.8% | +357.7% | -236.9% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling