+23.0%
M vs AHR
+360.2%
-337.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.5% | -5.2% | -4.8% |
| 7D | -8.8% | -3.0% | -5.7% | -8.3% |
| 30D | -16.4% | +2.6% | -19.0% | -16.8% |
| 3M | -10.8% | +16.0% | -26.8% | -13.2% |
| 6M | +16.1% | +3.1% | +13.0% | +15.3% |
| YTD | -5.3% | +16.0% | -21.3% | -8.2% |
| 1Y | +24.9% | +28.0% | -3.1% | +17.9% |
| All | +23.0% | +360.2% | -337.2% | -5.1% |
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