+136.8%
RL vs AHR
+360.2%
-223.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -2.2% | -3.0% | +0.9% | -1.6% |
| 30D | -15.3% | +2.6% | -18.0% | -15.9% |
| 3M | -10.3% | +16.0% | -26.4% | -13.7% |
| 6M | -2.2% | +3.1% | -5.3% | -3.4% |
| YTD | -4.3% | +16.0% | -20.3% | -8.4% |
| 1Y | +8.9% | +28.0% | -19.1% | +1.1% |
| All | +136.8% | +360.2% | -223.4% | +88.5% |
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