-39.6%
Z vs AHR
+365.8%
-405.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.3% | -1.5% |
| 7D | -3.0% | -1.5% | -1.5% | -2.6% |
| 30D | -4.2% | -1.4% | -2.8% | -3.9% |
| 3M | -3.7% | +18.6% | -22.3% | -9.5% |
| 6M | -24.5% | +6.6% | -31.1% | -26.6% |
| YTD | -49.3% | +17.5% | -66.8% | -53.1% |
| 1Y | -58.7% | +30.9% | -89.5% | -64.2% |
| All | -39.6% | +365.8% | -405.4% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling