-21.8%
SGI vs AHR
+26.4%
-48.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | -4.5% | -2.1% | -2.4% | -4.2% |
| 30D | +4.2% | +1.9% | +2.3% | +3.7% |
| 3M | -7.4% | +15.7% | -23.1% | -9.4% |
| 6M | -15.1% | +2.5% | -17.6% | -16.2% |
| YTD | -24.7% | +15.0% | -39.7% | -26.1% |
| 1Y | -21.8% | +28.1% | -49.9% | -23.5% |
| All | -21.8% | +26.4% | -48.1% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling