+88.4%
RF vs AHR
+357.7%
-269.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -0.1% | -4.3% | +4.2% | +0.9% |
| 30D | -4.0% | -3.1% | -1.0% | -3.4% |
| 3M | +5.6% | +15.7% | -10.1% | +1.4% |
| 6M | +13.1% | +4.1% | +9.0% | +11.3% |
| YTD | +13.6% | +15.4% | -1.9% | +8.7% |
| 1Y | +16.0% | +28.0% | -12.0% | +7.1% |
| All | +88.4% | +357.7% | -269.3% | +17.1% |
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