+259.9%
SN vs AHR
+365.8%
-105.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.4% |
| 7D | -9.3% | -1.5% | -7.9% | -9.0% |
| 30D | -4.8% | -1.4% | -3.4% | -4.6% |
| 3M | +40.4% | +18.6% | +21.8% | +31.8% |
| 6M | +50.9% | +6.6% | +44.4% | +46.7% |
| YTD | +54.9% | +17.5% | +37.5% | +45.2% |
| 1Y | +43.0% | +30.9% | +12.2% | +27.7% |
| All | +259.9% | +365.8% | -105.9% | +163.2% |
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