-2.9%
TLT vs AHR
+364.8%
-367.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.4% | -3.4% | +3.8% | +0.7% |
| 30D | -0.3% | -3.8% | +3.5% | 0.0% |
| 3M | -1.7% | +20.1% | -21.8% | -3.3% |
| 6M | -4.9% | +7.1% | -12.0% | -5.5% |
| YTD | -2.8% | +17.2% | -20.0% | -4.3% |
| 1Y | -4.2% | +30.4% | -34.6% | -6.7% |
| All | -2.9% | +364.8% | -367.7% | -13.7% |
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