-38.6%
FICO vs AHR
+33.1%
-71.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.9% | -14.8% | -16.3% |
| 7D | -19.2% | -1.5% | -17.7% | -18.9% |
| 30D | -14.6% | -1.4% | -13.2% | -14.4% |
| 3M | -20.1% | +18.6% | -38.7% | -18.8% |
| 6M | -36.3% | +6.6% | -42.9% | -35.8% |
| YTD | -44.9% | +17.5% | -62.3% | -43.1% |
| 1Y | -38.6% | +30.9% | -69.5% | -37.6% |
| All | -38.6% | +33.1% | -71.7% | -37.6% |
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