-29.9%
S vs AHR
+360.2%
-390.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +0.1% | -3.0% | +3.1% | +0.5% |
| 30D | -11.8% | +2.6% | -14.4% | -12.3% |
| 3M | +33.9% | +16.0% | +17.9% | +30.5% |
| 6M | +40.1% | +3.1% | +37.0% | +39.2% |
| YTD | +32.1% | +16.0% | +16.0% | +27.3% |
| 1Y | +11.0% | +28.0% | -16.9% | +3.4% |
| All | -29.9% | +360.2% | -390.0% | -57.1% |
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 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