+14.3%
MSCI vs AHR
+401.6%
-387.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -0.7% | +4.6% | -5.3% | -1.4% |
| 30D | +16.2% | +11.6% | +4.5% | +14.2% |
| 3M | +16.1% | +12.0% | +4.1% | +14.0% |
| 6M | +12.9% | +15.0% | -2.1% | +10.2% |
| YTD | +14.8% | +26.5% | -11.7% | +9.5% |
| 1Y | +13.8% | +25.0% | -11.2% | +8.7% |
| All | +14.3% | +401.6% | -387.3% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling