-29.6%
S vs AHR
+365.8%
-395.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.7% |
| 7D | -7.7% | -1.5% | -6.2% | -7.5% |
| 30D | -5.3% | -1.4% | -3.9% | -5.3% |
| 3M | +20.3% | +18.6% | +1.7% | +16.8% |
| 6M | +47.4% | +6.6% | +40.8% | +45.5% |
| YTD | +32.5% | +17.5% | +15.1% | +27.5% |
| 1Y | +9.5% | +30.9% | -21.3% | +1.4% |
| All | -29.6% | +365.8% | -395.4% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling