+158.9%
REPL vs AHR
+33.1%
+125.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.2% |
| 7D | -3.0% | -1.5% | -1.5% | -2.6% |
| 30D | +27.1% | -1.4% | +28.5% | +27.4% |
| 3M | +52.4% | +18.6% | +33.8% | +37.7% |
| 6M | +107.4% | +6.6% | +100.9% | +96.2% |
| YTD | +54.7% | +17.5% | +37.3% | +41.7% |
| 1Y | +158.9% | +30.9% | +128.0% | +125.8% |
| All | +158.9% | +33.1% | +125.8% | +125.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling