+197.7%
TPR vs AHR
+357.7%
-160.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.9% |
| 7D | -7.3% | -4.3% | -3.0% | -6.2% |
| 30D | -30.7% | -3.1% | -27.7% | -30.2% |
| 3M | -21.6% | +15.7% | -37.3% | -25.4% |
| 6M | -21.3% | +4.1% | -25.4% | -22.8% |
| YTD | -10.2% | +15.4% | -25.6% | -14.6% |
| 1Y | +9.5% | +28.0% | -18.5% | +0.3% |
| All | +197.7% | +357.7% | -160.0% | +100.3% |
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