+91.7%
RF vs AHR
+365.8%
-274.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.4% |
| 7D | +1.3% | -1.5% | +2.8% | +1.6% |
| 30D | -3.6% | -1.4% | -2.2% | -3.4% |
| 3M | +8.1% | +18.6% | -10.5% | +3.2% |
| 6M | +11.5% | +6.6% | +4.9% | +9.1% |
| YTD | +15.6% | +17.5% | -1.9% | +10.2% |
| 1Y | +15.7% | +30.9% | -15.2% | +6.3% |
| All | +91.7% | +365.8% | -274.1% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling