+41.6%
IBM vs AHR
+357.7%
-316.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.5% |
| 7D | +3.6% | -4.3% | +7.9% | +3.9% |
| 30D | +1.5% | -3.1% | +4.6% | +1.7% |
| 3M | -12.9% | +15.7% | -28.6% | -13.9% |
| 6M | -3.9% | +4.1% | -8.0% | -4.1% |
| YTD | -17.3% | +15.4% | -32.8% | -19.2% |
| 1Y | -5.0% | +28.0% | -33.0% | -9.2% |
| All | +41.6% | +357.7% | -316.1% | +15.3% |
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