+164.4%
SOXX vs AHR
+356.1%
-191.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | +1.4% | -2.1% | +3.5% | +1.7% |
| 30D | -3.6% | +1.9% | -5.5% | -3.9% |
| 3M | -10.2% | +15.7% | -25.8% | -13.5% |
| 6M | +54.2% | +2.5% | +51.7% | +52.8% |
| YTD | +75.2% | +15.0% | +60.2% | +68.2% |
| 1Y | +107.5% | +28.1% | +79.4% | +92.9% |
| All | +164.4% | +356.1% | -191.7% | +86.7% |
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