+18.2%
SAP vs AHR
+360.2%
-342.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.6% |
| 7D | -5.1% | -3.0% | -2.1% | -4.7% |
| 30D | -1.8% | +2.6% | -4.4% | -2.2% |
| 3M | +20.9% | +16.0% | +4.9% | +18.7% |
| 6M | +7.0% | +3.1% | +3.9% | +6.7% |
| YTD | -13.7% | +16.0% | -29.8% | -16.0% |
| 1Y | -19.6% | +28.0% | -47.5% | -23.7% |
| All | +18.2% | +360.2% | -342.0% | -8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling