+89.5%
RF vs AHR
+364.8%
-275.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | +2.7% | -3.4% | +6.1% | +3.5% |
| 30D | -3.4% | -3.8% | +0.4% | -2.6% |
| 3M | +6.4% | +20.1% | -13.7% | +1.2% |
| 6M | +13.4% | +7.1% | +6.3% | +10.9% |
| YTD | +14.2% | +17.2% | -3.0% | +9.0% |
| 1Y | +15.7% | +30.4% | -14.7% | +6.4% |
| All | +89.5% | +364.8% | -275.3% | +17.4% |
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