+66.5%
ROK vs AHR
+356.1%
-289.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | -1.2% | -2.1% | +0.8% | -1.0% |
| 30D | -4.8% | +1.9% | -6.7% | -5.1% |
| 3M | -6.1% | +15.7% | -21.8% | -8.1% |
| 6M | +15.5% | +2.5% | +13.0% | +14.9% |
| YTD | +11.2% | +15.0% | -3.8% | +8.4% |
| 1Y | +23.8% | +28.1% | -4.3% | +18.0% |
| All | +66.5% | +356.1% | -289.6% | +23.7% |
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