+52.4%
SFM vs AHR
+364.8%
-312.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.5% |
| 7D | -5.8% | -3.4% | -2.4% | -5.3% |
| 30D | -11.4% | -3.8% | -7.6% | -10.8% |
| 3M | -12.2% | +20.1% | -32.2% | -15.2% |
| 6M | -5.2% | +7.1% | -12.2% | -6.6% |
| YTD | -4.5% | +17.2% | -21.7% | -7.5% |
| 1Y | -45.4% | +30.4% | -75.8% | -48.6% |
| All | +52.4% | +364.8% | -312.4% | +38.5% |
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