+43.1%
MOD vs AHR
+33.1%
+10.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.4% |
| 7D | +9.6% | -1.5% | +11.0% | +9.6% |
| 30D | 0.0% | -1.4% | +1.4% | 0.0% |
| 3M | -35.4% | +18.6% | -54.0% | -38.0% |
| 6M | -7.3% | +6.6% | -13.8% | -7.3% |
| YTD | +45.8% | +17.5% | +28.3% | +39.6% |
| 1Y | +43.1% | +30.9% | +12.3% | +34.0% |
| All | +43.1% | +33.1% | +10.1% | +34.0% |
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 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