+136.0%
RL vs AHR
+357.7%
-221.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.0% |
| 7D | -0.3% | -4.3% | +4.1% | +0.7% |
| 30D | -17.5% | -3.1% | -14.5% | -17.0% |
| 3M | -14.0% | +15.7% | -29.7% | -17.2% |
| 6M | -2.0% | +4.1% | -6.0% | -3.4% |
| YTD | -4.6% | +15.4% | -20.0% | -8.6% |
| 1Y | +9.5% | +28.0% | -18.5% | +1.6% |
| All | +136.0% | +357.7% | -221.7% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling