-49.7%
Z vs AHR
+401.6%
-451.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | -4.9% | +4.6% | -9.6% | -6.4% |
| 30D | +3.0% | +11.6% | -8.7% | -0.7% |
| 3M | -13.4% | +12.0% | -25.5% | -16.8% |
| 6M | -27.3% | +15.0% | -42.4% | -31.1% |
| YTD | -57.8% | +26.5% | -84.3% | -61.9% |
| 1Y | -60.0% | +25.0% | -85.0% | -63.9% |
| All | -49.7% | +401.6% | -451.3% | -79.2% |
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