-32.6%
MOD vs AHR
+26.3%
-58.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.6% | -24.1% | -20.9% |
| 7D | -31.3% | +9.5% | -40.8% | -30.4% |
| 30D | -46.1% | +11.7% | -57.8% | -45.4% |
| 3M | -51.1% | +4.0% | -55.1% | -50.5% |
| 6M | -62.1% | +13.5% | -75.6% | -61.9% |
| YTD | -26.2% | +21.6% | -47.8% | -28.6% |
| 1Y | -32.6% | +25.1% | -57.7% | -37.2% |
| All | -32.6% | +26.3% | -58.9% | -37.2% |
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