+129.5%
PM vs AHR
+360.2%
-230.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.1% |
| 7D | +1.9% | -3.0% | +5.0% | +2.5% |
| 30D | +1.9% | +2.6% | -0.7% | +1.4% |
| 3M | +4.6% | +16.0% | -11.4% | +2.0% |
| 6M | +11.7% | +3.1% | +8.6% | +10.8% |
| YTD | +20.4% | +16.0% | +4.3% | +16.7% |
| 1Y | +19.0% | +28.0% | -9.0% | +12.9% |
| All | +129.5% | +360.2% | -230.6% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling