+42.9%
SO vs AHR
+356.1%
-313.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.1% | -2.1% | +1.0% | -0.7% |
| 30D | -5.0% | +1.9% | -6.9% | -5.3% |
| 3M | -5.8% | +15.7% | -21.4% | -8.1% |
| 6M | -7.9% | +2.5% | -10.5% | -8.7% |
| YTD | +2.4% | +15.0% | -12.6% | -0.3% |
| 1Y | -2.3% | +28.1% | -30.4% | -6.6% |
| All | +42.9% | +356.1% | -313.1% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling