+147.0%
RL vs AHR
+365.8%
-218.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.4% |
| 7D | -0.8% | -1.5% | +0.7% | -0.5% |
| 30D | -7.8% | -1.4% | -6.4% | -7.6% |
| 3M | -4.0% | +18.6% | -22.6% | -8.1% |
| 6M | -1.9% | +6.6% | -8.5% | -3.8% |
| YTD | -0.2% | +17.5% | -17.6% | -4.7% |
| 1Y | +10.7% | +30.9% | -20.2% | +2.2% |
| All | +147.0% | +365.8% | -218.8% | +96.1% |
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 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