+205.9%
FLEX vs AHR
+394.2%
-188.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.6% | -3.7% |
| 7D | +7.5% | -0.2% | +7.7% | +7.5% |
| 30D | -25.3% | +10.2% | -35.5% | -26.8% |
| 3M | -39.7% | +8.3% | -48.0% | -40.7% |
| 6M | -47.9% | +13.0% | -60.9% | -49.9% |
| YTD | +24.1% | +24.6% | -0.5% | +15.3% |
| 1Y | +26.0% | +22.2% | +3.7% | +17.5% |
| All | +205.9% | +394.2% | -188.3% | +99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling