-80.8%
FIG vs AHR
+45.0%
-125.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.8% |
| 7D | -12.2% | -3.0% | -9.2% | -13.1% |
| 30D | -11.0% | +2.6% | -13.6% | -10.2% |
| 3M | +11.9% | +16.0% | -4.1% | +22.4% |
| 6M | -21.9% | +3.1% | -25.0% | -19.8% |
| YTD | -40.8% | +16.0% | -56.8% | -32.8% |
| 1Y | -56.6% | +28.0% | -84.6% | -45.1% |
| All | -80.8% | +45.0% | -125.8% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling