+94.7%
REPL vs AHR
+357.7%
-263.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.8% |
| 7D | -9.6% | -4.3% | -5.2% | -8.7% |
| 30D | +5.7% | -3.1% | +8.8% | +6.4% |
| 3M | +56.4% | +15.7% | +40.7% | +48.2% |
| 6M | +67.4% | +4.1% | +63.4% | +64.7% |
| YTD | +48.7% | +15.4% | +33.2% | +42.3% |
| 1Y | +148.3% | +28.0% | +120.3% | +131.6% |
| All | +94.7% | +357.7% | -263.0% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling