-9.7%
XYL vs AHR
+357.7%
-367.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | +0.8% | -4.3% | +5.2% | +1.6% |
| 30D | -10.8% | -3.1% | -7.8% | -10.4% |
| 3M | -2.5% | +15.7% | -18.2% | -5.1% |
| 6M | -12.2% | +4.1% | -16.3% | -13.0% |
| YTD | -20.1% | +15.4% | -35.5% | -22.5% |
| 1Y | -20.6% | +28.0% | -48.6% | -25.0% |
| All | -9.7% | +357.7% | -367.4% | -33.3% |
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 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