-28.0%
ROP vs AHR
+356.1%
-384.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -4.6% | -2.1% | -2.5% | -4.4% |
| 30D | -1.7% | +1.9% | -3.6% | -1.9% |
| 3M | +17.1% | +15.7% | +1.4% | +15.7% |
| 6M | +10.9% | +2.5% | +8.3% | +10.7% |
| YTD | -12.1% | +15.0% | -27.1% | -13.8% |
| 1Y | -24.2% | +28.1% | -52.4% | -27.4% |
| All | -28.0% | +356.1% | -384.0% | -43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling