-48.4%
Z vs AHR
+395.3%
-443.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.8% | -3.6% |
| 7D | -4.6% | +8.2% | -12.8% | -7.0% |
| 30D | +8.3% | +17.3% | -9.0% | +2.8% |
| 3M | -11.6% | +6.4% | -18.0% | -13.7% |
| 6M | -33.6% | +16.9% | -50.5% | -37.5% |
| YTD | -56.7% | +24.9% | -81.6% | -60.8% |
| 1Y | -59.1% | +23.3% | -82.4% | -62.9% |
| All | -48.4% | +395.3% | -443.7% | -78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling