-49.4%
Z vs AHR
+408.0%
-457.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.8% |
| 7D | -6.5% | +8.1% | -14.6% | -8.9% |
| 30D | -0.1% | +16.9% | -17.0% | -5.2% |
| 3M | -14.1% | +7.6% | -21.7% | -16.5% |
| 6M | -30.1% | +16.0% | -46.0% | -33.8% |
| YTD | -57.5% | +28.1% | -85.6% | -61.9% |
| 1Y | -60.3% | +22.8% | -83.2% | -63.8% |
| All | -49.4% | +408.0% | -457.4% | -79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling