-42.9%
FICO vs AHR
+408.0%
-450.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +0.7% |
| 7D | +0.9% | +8.1% | -7.3% | -1.7% |
| 30D | +9.4% | +16.9% | -7.5% | +3.9% |
| 3M | -30.4% | +7.6% | -38.0% | -32.2% |
| 6M | -35.1% | +16.0% | -51.1% | -38.0% |
| YTD | -56.8% | +28.1% | -84.9% | -60.1% |
| 1Y | -58.4% | +22.8% | -81.2% | -61.1% |
| All | -42.9% | +408.0% | -450.9% | -65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling