+129.7%
MMM vs AHR
+365.8%
-236.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | -3.3% | -1.5% | -1.9% | -3.1% |
| 30D | -7.0% | -1.4% | -5.6% | -6.9% |
| 3M | +10.8% | +18.6% | -7.8% | +8.0% |
| 6M | +5.8% | +6.6% | -0.8% | +4.6% |
| YTD | +6.8% | +17.5% | -10.7% | +3.9% |
| 1Y | +10.4% | +30.9% | -20.5% | +5.1% |
| All | +129.7% | +365.8% | -236.1% | +106.3% |
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 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