+80.5%
RF vs AHR
+406.6%
-326.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.3% | +5.1% | -6.4% | -2.5% |
| 30D | +4.6% | +12.8% | -8.1% | +1.6% |
| 3M | -8.4% | +13.0% | -21.4% | -11.3% |
| 6M | +8.9% | +18.7% | -9.8% | +3.8% |
| YTD | +8.8% | +27.8% | -18.9% | +1.5% |
| 1Y | +18.9% | +22.9% | -4.0% | +11.9% |
| All | +80.5% | +406.6% | -326.1% | +9.4% |
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 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