-6.8%
LOW vs AHR
+356.1%
-362.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -3.7% | -2.1% | -1.6% | -3.3% |
| 30D | -8.9% | +1.9% | -10.7% | -9.3% |
| 3M | -10.4% | +15.7% | -26.1% | -13.3% |
| 6M | -19.4% | +2.5% | -21.9% | -20.1% |
| YTD | -17.1% | +15.0% | -32.1% | -19.9% |
| 1Y | -26.3% | +28.1% | -54.4% | -30.8% |
| All | -6.8% | +356.1% | -362.8% | -38.3% |
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