+99.1%
REPL vs AHR
+364.8%
-265.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -5.7% | -3.4% | -2.3% | -5.0% |
| 30D | +22.5% | -3.8% | +26.2% | +23.4% |
| 3M | +64.7% | +20.1% | +44.6% | +54.4% |
| 6M | +83.0% | +7.1% | +75.9% | +79.0% |
| YTD | +52.0% | +17.2% | +34.7% | +44.9% |
| 1Y | +144.5% | +30.4% | +114.1% | +127.1% |
| All | +99.1% | +364.8% | -265.7% | +49.2% |
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