-10.8%
FTV vs AHR
+356.1%
-366.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -4.0% | -2.1% | -1.9% | -3.7% |
| 30D | -11.0% | +1.9% | -12.9% | -11.3% |
| 3M | -8.4% | +15.7% | -24.1% | -10.3% |
| 6M | -2.6% | +2.5% | -5.1% | -3.1% |
| YTD | -0.6% | +15.0% | -15.6% | -3.2% |
| 1Y | +11.0% | +28.1% | -17.2% | +5.4% |
| All | -10.8% | +356.1% | -366.9% | -33.9% |
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