-35.5%
MOD vs AHR
+22.1%
-57.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -2.8% |
| 7D | -17.8% | +8.1% | -26.0% | -16.5% |
| 30D | -43.2% | +16.9% | -60.1% | -41.8% |
| 3M | -46.0% | +7.6% | -53.6% | -44.8% |
| 6M | -62.2% | +16.0% | -78.2% | -61.1% |
| YTD | -22.8% | +28.1% | -50.9% | -23.8% |
| 1Y | -35.5% | +22.8% | -58.3% | -35.5% |
| All | -35.5% | +22.1% | -57.6% | -35.5% |
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