-7.9%
TDY vs AHR
+3.4%
-11.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | -1.1% | -2.1% | +1.0% | -1.0% |
| 30D | -12.0% | +1.9% | -13.9% | -12.1% |
| 3M | -3.2% | +15.7% | -18.9% | -4.6% |
| 6M | -7.9% | +2.5% | -10.4% | -4.6% |
| All | -7.9% | +3.4% | -11.3% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling