+16.0%
RF vs AHR
+28.9%
-12.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -0.1% | -4.3% | +4.2% | +0.4% |
| 30D | -4.0% | -3.1% | -1.0% | -3.7% |
| 3M | +5.6% | +15.7% | -10.1% | +3.2% |
| 6M | +13.1% | +4.1% | +9.0% | +11.8% |
| YTD | +13.6% | +15.4% | -1.9% | +11.9% |
| 1Y | +16.0% | +28.0% | -12.0% | +10.2% |
| All | +16.0% | +28.9% | -12.9% | +10.2% |
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 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