+297.7%
SAN vs AHR
+357.7%
-60.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -0.5% | -4.3% | +3.9% | +0.4% |
| 30D | -0.1% | -3.1% | +3.0% | +0.5% |
| 3M | +19.6% | +15.7% | +4.0% | +15.5% |
| 6M | +32.7% | +4.1% | +28.6% | +31.1% |
| YTD | +26.7% | +15.4% | +11.3% | +22.2% |
| 1Y | +51.6% | +28.0% | +23.7% | +41.6% |
| All | +297.7% | +357.7% | -60.0% | +205.5% |
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 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