+616.7%
FIX vs AHR
+364.8%
+251.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +6.1% | -3.4% | +9.5% | +6.9% |
| 30D | -2.7% | -3.8% | +1.1% | -1.9% |
| 3M | -10.9% | +20.1% | -31.0% | -16.5% |
| 6M | +29.0% | +7.1% | +21.9% | +25.3% |
| YTD | +76.9% | +17.2% | +59.7% | +66.8% |
| 1Y | +130.7% | +30.4% | +100.4% | +109.2% |
| All | +616.7% | +364.8% | +251.9% | +402.3% |
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