+45.3%
MO vs AHR
+26.3%
+19.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.8% |
| 7D | +6.9% | +9.5% | -2.6% | +4.6% |
| 30D | +14.9% | +11.7% | +3.2% | +12.0% |
| 3M | +16.4% | +4.0% | +12.4% | +15.2% |
| 6M | +9.6% | +13.5% | -4.0% | +7.4% |
| YTD | +41.8% | +21.6% | +20.3% | +40.1% |
| 1Y | +45.3% | +25.1% | +20.2% | +42.5% |
| All | +45.3% | +26.3% | +19.0% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling