+78.4%
REPL vs AHR
+360.2%
-281.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.5% | -8.9% | -8.5% |
| 7D | -13.4% | -3.0% | -10.4% | -12.8% |
| 30D | -3.0% | +2.6% | -5.6% | -3.5% |
| 3M | +56.3% | +16.0% | +40.3% | +48.0% |
| 6M | +60.9% | +3.1% | +57.8% | +58.5% |
| YTD | +36.2% | +16.0% | +20.2% | +30.2% |
| 1Y | +121.0% | +28.0% | +93.1% | +106.2% |
| All | +78.4% | +360.2% | -281.7% | +34.0% |
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