-85.6%
SMR vs AHR
+26.3%
-111.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -3.2% |
| 7D | -9.5% | +9.5% | -19.0% | -5.6% |
| 30D | -33.2% | +11.7% | -44.9% | -29.4% |
| 3M | -45.9% | +4.0% | -49.9% | -44.7% |
| 6M | -57.9% | +13.5% | -71.4% | -54.3% |
| YTD | -63.8% | +21.6% | -85.4% | -60.3% |
| 1Y | -85.6% | +25.1% | -110.7% | -84.9% |
| All | -85.6% | +26.3% | -111.9% | -84.9% |
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