+85.4%
SPG vs AHR
+394.2%
-308.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | +17.2% | +10.2% | +7.0% | +13.6% |
| 3M | +6.3% | +8.3% | -2.0% | +3.5% |
| 6M | +18.7% | +13.0% | +5.7% | +13.8% |
| YTD | +30.1% | +24.6% | +5.5% | +20.6% |
| 1Y | +32.8% | +22.2% | +10.5% | +23.7% |
| All | +85.4% | +394.2% | -308.8% | +15.5% |
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