+144.2%
RL vs AHR
+364.8%
-220.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +1.9% | -3.4% | +5.3% | +2.6% |
| 30D | -12.2% | -3.8% | -8.4% | -11.6% |
| 3M | -6.6% | +20.1% | -26.7% | -10.8% |
| 6M | +3.2% | +7.1% | -3.9% | +1.0% |
| YTD | -1.3% | +17.2% | -18.5% | -5.7% |
| 1Y | +13.6% | +30.4% | -16.8% | +5.0% |
| All | +144.2% | +364.8% | -220.6% | +93.9% |
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