-43.5%
FICO vs AHR
+404.3%
-447.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.1% |
| 7D | -0.1% | +9.6% | -9.7% | -3.1% |
| 30D | +8.4% | +16.1% | -7.6% | +3.2% |
| 3M | -30.5% | +4.4% | -34.9% | -31.7% |
| 6M | -35.7% | +15.1% | -50.8% | -38.4% |
| YTD | -57.2% | +27.2% | -84.4% | -60.4% |
| 1Y | -58.4% | +21.7% | -80.1% | -61.0% |
| All | -43.5% | +404.3% | -447.8% | -66.0% |
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 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