+65.5%
ROST vs AHR
+356.1%
-290.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | +0.2% | -2.1% | +2.3% | +0.5% |
| 30D | -6.9% | +1.9% | -8.8% | -7.1% |
| 3M | -3.3% | +15.7% | -19.0% | -5.4% |
| 6M | +9.0% | +2.5% | +6.5% | +8.5% |
| YTD | +28.9% | +15.0% | +13.8% | +25.9% |
| 1Y | +54.0% | +28.1% | +25.9% | +47.1% |
| All | +65.5% | +356.1% | -290.6% | +30.5% |
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 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