+68.7%
FFIV vs AHR
+394.2%
-325.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.6% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -32.4% | +10.2% | -42.6% | -32.6% |
| 3M | -25.7% | +8.3% | -34.0% | -25.9% |
| 6M | -13.5% | +13.0% | -26.5% | -14.1% |
| YTD | +21.1% | +24.6% | -3.5% | +18.4% |
| 1Y | +29.4% | +22.2% | +7.2% | +26.7% |
| All | +68.7% | +394.2% | -325.5% | +33.0% |
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 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