+0.5%
MSCI vs AHR
+365.8%
-365.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | +0.4% | -1.5% | +1.9% | +0.6% |
| 30D | +0.6% | -1.4% | +2.0% | +0.7% |
| 3M | -7.1% | +18.6% | -25.7% | -9.6% |
| 6M | +0.8% | +6.6% | -5.7% | -0.4% |
| YTD | +1.0% | +17.5% | -16.5% | -2.5% |
| 1Y | +4.3% | +30.9% | -26.5% | -2.1% |
| All | +0.5% | +365.8% | -365.3% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling