-16.5%
TYL vs AHR
+365.8%
-382.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.2% | -3.7% |
| 7D | -3.7% | -1.5% | -2.2% | -3.5% |
| 30D | +18.7% | -1.4% | +20.1% | +18.9% |
| 3M | +18.1% | +18.6% | -0.4% | +15.2% |
| 6M | -1.1% | +6.6% | -7.7% | -2.3% |
| YTD | -19.8% | +17.5% | -37.3% | -22.5% |
| 1Y | -34.3% | +30.9% | -65.2% | -38.5% |
| All | -16.5% | +365.8% | -382.3% | -42.0% |
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