+13.3%
GAP vs AHR
+360.2%
-346.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -6.3% | -3.0% | -3.3% | -5.6% |
| 30D | -0.2% | +2.6% | -2.8% | -1.1% |
| 3M | 0.0% | +16.0% | -16.0% | -4.7% |
| 6M | -8.1% | +3.1% | -11.2% | -9.4% |
| YTD | -16.5% | +16.0% | -32.5% | -20.8% |
| 1Y | -10.5% | +28.0% | -38.4% | -18.4% |
| All | +13.3% | +360.2% | -346.9% | -44.5% |
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