-43.1%
FICO vs AHR
+406.6%
-449.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +4.0% | +5.1% | -1.1% | +2.3% |
| 30D | -1.5% | +12.8% | -14.3% | -5.5% |
| 3M | -29.8% | +13.0% | -42.8% | -32.7% |
| 6M | -33.3% | +18.7% | -52.0% | -36.6% |
| YTD | -56.9% | +27.8% | -84.6% | -60.2% |
| 1Y | -59.5% | +22.9% | -82.4% | -62.1% |
| All | -43.1% | +406.6% | -449.7% | -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 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