-30.3%
PL vs AHR
+6.0%
-36.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -2.1% |
| 7D | -9.3% | -1.5% | -7.9% | -9.9% |
| 30D | -18.9% | -1.4% | -17.5% | -19.4% |
| 3M | -58.4% | +18.6% | -77.0% | -54.3% |
| 6M | -30.3% | +6.6% | -36.9% | -32.8% |
| All | -30.3% | +6.0% | -36.3% | -32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling