+37.9%
META vs AHR
+404.3%
-366.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.8% |
| 7D | +5.7% | +9.6% | -3.9% | +3.9% |
| 30D | -10.8% | +16.1% | -26.8% | -13.3% |
| 3M | +8.4% | +4.4% | +4.0% | +7.3% |
| 6M | +5.4% | +15.1% | -9.7% | +2.3% |
| YTD | -2.6% | +27.2% | -29.8% | -7.7% |
| 1Y | +3.5% | +21.7% | -18.2% | -1.0% |
| All | +37.9% | +404.3% | -366.4% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling