+79.3%
FITB vs AHR
+356.1%
-276.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -0.3% | -2.1% | +1.8% | +0.2% |
| 30D | -5.7% | +1.9% | -7.6% | -6.1% |
| 3M | +3.2% | +15.7% | -12.5% | -0.4% |
| 6M | +23.4% | +2.5% | +20.9% | +22.1% |
| YTD | +18.8% | +15.0% | +3.8% | +14.4% |
| 1Y | +25.0% | +28.1% | -3.1% | +16.6% |
| All | +79.3% | +356.1% | -276.8% | +19.9% |
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 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