+34.1%
SPG vs AR
+9.7%
+24.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.3% | -1.6% | +2.8% |
| 7D | +5.6% | -5.8% | +11.3% | +5.3% |
| 30D | +17.6% | +4.8% | +12.8% | +17.6% |
| 3M | +7.5% | +1.5% | +5.9% | +7.4% |
| 6M | +18.5% | +4.7% | +13.8% | +18.6% |
| YTD | +30.9% | +9.2% | +21.7% | +29.2% |
| 1Y | +34.1% | +11.2% | +22.9% | +31.7% |
| All | +34.1% | +9.7% | +24.4% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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