-18.9%
ROL vs AHR
+357.7%
-376.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -3.3% | -4.3% | +1.1% | -2.4% |
| 30D | -7.2% | -3.1% | -4.2% | -6.7% |
| 3M | -27.0% | +15.7% | -42.6% | -29.0% |
| 6M | -39.5% | +4.1% | -43.6% | -40.1% |
| YTD | -41.8% | +15.4% | -57.2% | -43.5% |
| 1Y | -38.9% | +28.0% | -66.8% | -41.8% |
| All | -18.9% | +357.7% | -376.6% | -33.1% |
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 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