+44.5%
SFM vs AHR
+360.2%
-315.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | -8.8% | -3.0% | -5.7% | -8.3% |
| 30D | -14.5% | +2.6% | -17.1% | -14.8% |
| 3M | -16.8% | +16.0% | -32.9% | -19.2% |
| 6M | -5.3% | +3.1% | -8.4% | -6.2% |
| YTD | -9.4% | +16.0% | -25.4% | -12.1% |
| 1Y | -46.2% | +28.0% | -74.1% | -49.1% |
| All | +44.5% | +360.2% | -315.6% | +31.6% |
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