+16.9%
TPR vs AHR
+33.1%
-16.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -2.7% | -1.5% | -1.2% | -2.4% |
| 30D | -23.3% | -1.4% | -21.9% | -23.0% |
| 3M | -12.8% | +18.6% | -31.4% | -16.8% |
| 6M | -21.7% | +6.6% | -28.3% | -23.5% |
| YTD | -3.9% | +17.5% | -21.3% | -7.8% |
| 1Y | +16.9% | +30.9% | -14.0% | +9.4% |
| All | +16.9% | +33.1% | -16.1% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling