+340.7%
FLEX vs AHR
+360.2%
-19.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.7% | -4.3% |
| 7D | +0.1% | -3.0% | +3.2% | +0.8% |
| 30D | -11.8% | +2.6% | -14.4% | -12.4% |
| 3M | -22.6% | +16.0% | -38.6% | -27.0% |
| 6M | +77.3% | +3.1% | +74.2% | +73.7% |
| YTD | +78.8% | +16.0% | +62.7% | +68.6% |
| 1Y | +86.1% | +28.0% | +58.1% | +69.5% |
| All | +340.7% | +360.2% | -19.5% | +192.0% |
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