+98.2%
PR vs AHR
+357.7%
-259.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -0.8% | -4.3% | +3.5% | -0.3% |
| 30D | +11.3% | -3.1% | +14.3% | +11.7% |
| 3M | +24.1% | +15.7% | +8.4% | +21.2% |
| 6M | +25.4% | +4.1% | +21.3% | +24.3% |
| YTD | +71.2% | +15.4% | +55.8% | +65.8% |
| 1Y | +78.6% | +28.0% | +50.7% | +68.9% |
| All | +98.2% | +357.7% | -259.5% | +52.7% |
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