+66.9%
SPG vs AHR
+364.8%
-297.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | 0.0% | -3.4% | +3.4% | +1.1% |
| 30D | -4.9% | -3.8% | -1.2% | -3.9% |
| 3M | +3.3% | +20.1% | -16.7% | -2.5% |
| 6M | +11.2% | +7.1% | +4.1% | +8.4% |
| YTD | +17.1% | +17.2% | -0.2% | +10.8% |
| 1Y | +21.6% | +30.4% | -8.8% | +10.6% |
| All | +66.9% | +364.8% | -297.9% | +6.1% |
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