+44.4%
SITM vs AHR
+26.3%
+18.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.6% | -12.0% | -8.9% |
| 7D | -19.5% | +9.5% | -29.0% | -18.5% |
| 30D | -43.2% | +11.7% | -54.9% | -42.5% |
| 3M | -30.8% | +4.0% | -34.8% | -30.0% |
| 6M | -28.6% | +13.5% | -42.1% | -29.9% |
| YTD | +14.2% | +21.6% | -7.4% | +8.2% |
| 1Y | +44.4% | +25.1% | +19.3% | +35.9% |
| All | +44.4% | +26.3% | +18.1% | +35.9% |
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