-30.3%
TRI vs AHR
+356.1%
-386.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | -7.9% | -2.1% | -5.8% | -7.7% |
| 30D | -4.5% | +1.9% | -6.4% | -4.7% |
| 3M | +22.1% | +15.7% | +6.4% | +20.3% |
| 6M | -2.8% | +2.5% | -5.3% | -3.1% |
| YTD | -23.4% | +15.0% | -38.4% | -25.1% |
| 1Y | -41.5% | +28.1% | -69.6% | -44.3% |
| All | -30.3% | +356.1% | -386.4% | -43.0% |
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