-25.4%
FN vs AHR
+22.1%
-47.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.5% | -4.7% |
| 7D | -4.1% | +8.1% | -12.2% | -3.2% |
| 30D | -28.3% | +16.9% | -45.2% | -26.7% |
| 3M | -33.9% | +7.6% | -41.5% | -32.7% |
| 6M | -43.9% | +16.0% | -59.9% | -42.0% |
| YTD | -23.4% | +28.1% | -51.6% | -23.8% |
| 1Y | -25.4% | +22.8% | -48.2% | -25.0% |
| All | -25.4% | +22.1% | -47.5% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling