+606.9%
GEV vs AHR
+306.1%
+300.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | -1.9% | -3.0% | +1.1% | -1.1% |
| 30D | -8.7% | +2.6% | -11.3% | -9.3% |
| 3M | +6.6% | +16.0% | -9.4% | +0.7% |
| 6M | +10.2% | +3.1% | +7.1% | +8.3% |
| YTD | +41.6% | +16.0% | +25.6% | +32.7% |
| 1Y | +43.9% | +28.0% | +15.9% | +28.5% |
| All | +606.9% | +306.1% | +300.8% | +340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling