+32.5%
META vs AHR
+365.8%
-333.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.3% |
| 7D | +6.7% | -1.5% | +8.2% | +7.0% |
| 30D | +4.8% | -1.4% | +6.2% | +4.9% |
| 3M | -1.6% | +18.6% | -20.2% | -5.1% |
| 6M | -7.5% | +6.6% | -14.0% | -8.9% |
| YTD | -6.4% | +17.5% | -23.9% | -9.9% |
| 1Y | -17.3% | +30.9% | -48.2% | -22.6% |
| All | +32.5% | +365.8% | -333.3% | -3.4% |
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