-5.9%
SAP vs AHR
+26.3%
-32.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +4.3% |
| 7D | +1.3% | +9.5% | -8.1% | +1.7% |
| 30D | +15.5% | +11.7% | +3.9% | +16.2% |
| 3M | +22.8% | +4.0% | +18.8% | +22.7% |
| 6M | +42.5% | +13.5% | +28.9% | +45.4% |
| YTD | +0.5% | +21.6% | -21.1% | +5.8% |
| 1Y | -5.9% | +25.1% | -31.0% | -1.3% |
| All | -5.9% | +26.3% | -32.3% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling