-27.1%
FICO vs AHR
+364.8%
-391.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -15.4% | -3.4% | -12.0% | -14.4% |
| 30D | -10.4% | -3.8% | -6.6% | -9.3% |
| 3M | -22.7% | +20.1% | -42.7% | -26.1% |
| 6M | -36.8% | +7.1% | -43.8% | -37.8% |
| YTD | -44.8% | +17.2% | -62.0% | -47.4% |
| 1Y | -39.3% | +30.4% | -69.7% | -44.8% |
| All | -27.1% | +364.8% | -391.9% | -54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling