-56.4%
FICO vs AHR
+26.3%
-82.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.8% |
| 7D | +0.4% | +9.5% | -9.0% | -1.8% |
| 30D | +1.7% | +11.7% | -10.0% | -1.0% |
| 3M | -33.0% | +4.0% | -37.0% | -33.9% |
| 6M | -33.9% | +13.5% | -47.4% | -33.9% |
| YTD | -58.5% | +21.6% | -80.1% | -57.7% |
| 1Y | -56.4% | +25.1% | -81.5% | -55.3% |
| All | -56.4% | +26.3% | -82.7% | -55.3% |
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