+29.0%
M vs AHR
+357.7%
-328.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.9% |
| 7D | -4.1% | -4.3% | +0.3% | -3.4% |
| 30D | -13.6% | -3.1% | -10.5% | -13.2% |
| 3M | -2.3% | +15.7% | -18.0% | -4.8% |
| 6M | +21.9% | +4.1% | +17.8% | +20.8% |
| YTD | -0.6% | +15.4% | -16.0% | -3.6% |
| 1Y | +29.7% | +28.0% | +1.8% | +22.4% |
| All | +29.0% | +357.7% | -328.7% | -0.3% |
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