+56.7%
IWM vs AHR
+364.8%
-308.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +1.4% | -3.4% | +4.8% | +2.1% |
| 30D | -2.3% | -3.8% | +1.5% | -1.6% |
| 3M | +4.0% | +20.1% | -16.1% | -0.5% |
| 6M | +17.9% | +7.1% | +10.9% | +15.7% |
| YTD | +20.2% | +17.2% | +3.0% | +15.1% |
| 1Y | +25.0% | +30.4% | -5.4% | +15.7% |
| All | +56.7% | +364.8% | -308.1% | +3.4% |
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