-60.1%
IT vs AHR
+356.1%
-416.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.1% | +5.3% |
| 7D | -3.7% | -2.1% | -1.6% | -3.5% |
| 30D | +0.1% | +1.9% | -1.8% | -0.1% |
| 3M | +20.7% | +15.7% | +5.0% | +20.1% |
| 6M | +12.0% | +2.5% | +9.5% | +12.2% |
| YTD | -28.8% | +15.0% | -43.8% | -29.7% |
| 1Y | -25.5% | +28.1% | -53.6% | -28.0% |
| All | -60.1% | +356.1% | -416.2% | -70.3% |
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 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