+43.6%
IBM vs AHR
+356.1%
-312.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.8% | +4.0% |
| 7D | +3.6% | -2.1% | +5.7% | +3.7% |
| 30D | +3.1% | +1.9% | +1.2% | +2.9% |
| 3M | -10.8% | +15.7% | -26.5% | -11.8% |
| 6M | -0.8% | +2.5% | -3.3% | -0.8% |
| YTD | -16.2% | +15.0% | -31.2% | -18.1% |
| 1Y | -2.9% | +28.1% | -31.0% | -7.2% |
| All | +43.6% | +356.1% | -312.5% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling