+24.7%
MA vs AHR
+357.7%
-333.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -3.5% | -4.3% | +0.8% | -2.9% |
| 30D | +0.8% | -3.1% | +3.8% | +1.2% |
| 3M | +14.8% | +15.7% | -0.9% | +12.2% |
| 6M | +10.0% | +4.1% | +5.9% | +9.0% |
| YTD | -0.1% | +15.4% | -15.5% | -3.0% |
| 1Y | -2.2% | +28.0% | -30.2% | -7.5% |
| All | +24.7% | +357.7% | -333.0% | -5.9% |
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