+44.9%
SO vs AHR
+357.7%
-312.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | 0.0% | -4.3% | +4.4% | +0.8% |
| 30D | -2.5% | -3.1% | +0.6% | -2.0% |
| 3M | -4.2% | +15.7% | -19.8% | -6.6% |
| 6M | -7.7% | +4.1% | -11.7% | -8.6% |
| YTD | +3.8% | +15.4% | -11.6% | +1.0% |
| 1Y | +0.1% | +28.0% | -27.9% | -4.4% |
| All | +44.9% | +357.7% | -312.8% | +14.0% |
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