-47.9%
Z vs AHR
+394.2%
-442.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +4.9% | +4.0% |
| 7D | +0.8% | -0.2% | +1.1% | +0.9% |
| 30D | +5.2% | +10.2% | -5.0% | +1.8% |
| 3M | -17.0% | +8.3% | -25.4% | -19.4% |
| 6M | -22.7% | +13.0% | -35.7% | -26.2% |
| YTD | -56.3% | +24.6% | -80.9% | -60.4% |
| 1Y | -57.7% | +22.2% | -79.9% | -61.4% |
| All | -47.9% | +394.2% | -442.2% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling