+32.3%
SGI vs AHR
+360.2%
-327.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | -4.9% | -3.0% | -1.9% | -4.0% |
| 30D | +1.6% | +2.6% | -1.0% | +0.6% |
| 3M | -3.2% | +16.0% | -19.2% | -8.2% |
| 6M | -16.0% | +3.1% | -19.1% | -17.3% |
| YTD | -25.4% | +16.0% | -41.5% | -29.9% |
| 1Y | -21.6% | +28.0% | -49.5% | -29.4% |
| All | +32.3% | +360.2% | -327.8% | -28.5% |
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 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