+32.3%
SW vs AHR
+379.3%
-347.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +4.7% | +5.9% | -1.2% | +2.9% |
| 30D | +5.0% | +11.0% | -6.0% | +1.8% |
| 3M | -7.3% | +1.5% | -8.8% | -7.9% |
| 6M | +15.0% | +13.9% | +1.1% | +10.2% |
| YTD | +18.5% | +20.9% | -2.4% | +11.3% |
| 1Y | +27.1% | +21.4% | +5.7% | +18.8% |
| All | +32.3% | +379.3% | -347.1% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling