+165.5%
SITM vs AHR
+33.1%
+132.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.9% | +8.4% | +6.5% |
| 7D | +9.7% | -1.5% | +11.2% | +9.7% |
| 30D | +12.7% | -1.4% | +14.1% | +12.7% |
| 3M | -13.4% | +18.6% | -32.0% | -18.4% |
| 6M | +59.6% | +6.6% | +53.0% | +58.3% |
| YTD | +73.3% | +17.5% | +55.8% | +65.5% |
| 1Y | +165.5% | +30.9% | +134.7% | +160.7% |
| All | +165.5% | +33.1% | +132.5% | +160.7% |
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