+158.4%
TER vs AHR
+394.2%
-235.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.2% |
| 7D | +14.4% | -0.2% | +14.6% | +14.4% |
| 30D | -30.6% | +10.2% | -40.8% | -31.3% |
| 3M | -39.2% | +8.3% | -47.5% | -39.7% |
| 6M | -31.3% | +13.0% | -44.3% | -33.0% |
| YTD | +29.1% | +24.6% | +4.4% | +22.4% |
| 1Y | +47.4% | +22.2% | +25.2% | +40.4% |
| All | +158.4% | +394.2% | -235.8% | +76.7% |
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 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