-4.0%
MSCI vs AHR
+360.2%
-364.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -4.7% | -3.0% | -1.7% | -4.3% |
| 30D | -2.2% | +2.6% | -4.8% | -2.6% |
| 3M | -9.7% | +16.0% | -25.7% | -11.8% |
| 6M | +0.3% | +3.1% | -2.8% | -0.4% |
| YTD | -3.5% | +16.0% | -19.5% | -6.7% |
| 1Y | -1.4% | +28.0% | -29.3% | -7.1% |
| All | -4.0% | +360.2% | -364.1% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling