-43.5%
Z vs AHR
+364.8%
-408.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.4% |
| 7D | -3.3% | -3.4% | +0.2% | -2.2% |
| 30D | -3.7% | -3.8% | +0.1% | -2.7% |
| 3M | -7.0% | +20.1% | -27.0% | -12.9% |
| 6M | -29.5% | +7.1% | -36.6% | -31.6% |
| YTD | -52.6% | +17.2% | -69.8% | -56.1% |
| 1Y | -64.0% | +30.4% | -94.4% | -68.8% |
| All | -43.5% | +364.8% | -408.2% | -76.0% |
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 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