-13.5%
IR vs AHR
+356.1%
-369.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -4.5% | -2.1% | -2.4% | -4.1% |
| 30D | -13.9% | +1.9% | -15.8% | -14.4% |
| 3M | -0.3% | +15.7% | -16.0% | -3.7% |
| 6M | -14.3% | +2.5% | -16.8% | -15.1% |
| YTD | -7.9% | +15.0% | -22.9% | -11.0% |
| 1Y | -9.9% | +28.1% | -38.0% | -15.6% |
| All | -13.5% | +356.1% | -369.6% | -40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling