-80.3%
FIG vs AHR
+46.4%
-126.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.5% | -5.7% |
| 7D | -16.4% | -3.4% | -12.9% | -17.3% |
| 30D | -2.3% | -3.8% | +1.5% | -3.9% |
| 3M | +7.8% | +20.1% | -12.2% | +20.2% |
| 6M | -21.8% | +7.1% | -28.9% | -17.8% |
| YTD | -39.1% | +17.2% | -56.3% | -30.7% |
| 1Y | -56.6% | +30.4% | -87.0% | -43.3% |
| All | -80.3% | +46.4% | -126.7% | -59.2% |
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