-27.9%
ROP vs AHR
+360.2%
-388.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -8.0% | -3.0% | -4.9% | -7.7% |
| 30D | -2.7% | +2.6% | -5.3% | -3.0% |
| 3M | +16.6% | +16.0% | +0.6% | +15.1% |
| 6M | +10.4% | +3.1% | +7.3% | +10.2% |
| YTD | -12.1% | +16.0% | -28.1% | -13.9% |
| 1Y | -23.6% | +28.0% | -51.6% | -26.7% |
| All | -27.9% | +360.2% | -388.1% | -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 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