+38.0%
META vs AHR
+394.2%
-356.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.2% |
| 7D | +5.2% | -0.2% | +5.4% | +5.2% |
| 30D | -13.0% | +10.2% | -23.2% | -14.6% |
| 3M | +7.9% | +8.3% | -0.4% | +6.2% |
| 6M | +4.2% | +13.0% | -8.8% | +1.5% |
| YTD | -2.5% | +24.6% | -27.2% | -7.3% |
| 1Y | +5.6% | +22.2% | -16.7% | +0.7% |
| All | +38.0% | +394.2% | -356.3% | -0.6% |
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