+39.2%
SGI vs AHR
+364.8%
-325.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +9.3% | -3.4% | +12.7% | +10.5% |
| 30D | +6.9% | -3.8% | +10.7% | +8.0% |
| 3M | +2.8% | +20.1% | -17.2% | -3.6% |
| 6M | -12.6% | +7.1% | -19.7% | -15.1% |
| YTD | -21.5% | +17.2% | -38.7% | -26.4% |
| 1Y | -18.8% | +30.4% | -49.1% | -27.3% |
| All | +39.2% | +364.8% | -325.5% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling