-27.2%
FICO vs AHR
+365.8%
-393.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.9% | -14.8% | -16.1% |
| 7D | -19.2% | -1.5% | -17.7% | -18.7% |
| 30D | -14.6% | -1.4% | -13.2% | -14.2% |
| 3M | -20.1% | +18.6% | -38.7% | -23.5% |
| 6M | -36.3% | +6.6% | -42.9% | -37.3% |
| YTD | -44.9% | +17.5% | -62.3% | -47.5% |
| 1Y | -38.6% | +30.9% | -69.5% | -44.2% |
| All | -27.2% | +365.8% | -393.0% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling