+274.0%
SMR vs AHR
+360.2%
-86.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.7% |
| 7D | +4.7% | -3.0% | +7.8% | +5.3% |
| 30D | +3.2% | +2.6% | +0.6% | +2.7% |
| 3M | +9.9% | +16.0% | -6.1% | +4.4% |
| 6M | -15.1% | +3.1% | -18.2% | -16.2% |
| YTD | -27.9% | +16.0% | -44.0% | -32.9% |
| 1Y | -70.2% | +28.0% | -98.2% | -73.7% |
| All | +274.0% | +360.2% | -86.2% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling