+32.8%
SPG vs AR
+11.6%
+21.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.2% |
| 7D | +2.7% | +2.1% | +0.7% | +2.8% |
| 30D | +16.6% | +4.5% | +12.0% | +16.6% |
| 3M | +8.1% | +1.0% | +7.1% | +8.0% |
| 6M | +19.3% | +4.4% | +14.9% | +19.5% |
| YTD | +31.1% | +10.9% | +20.2% | +29.5% |
| 1Y | +32.8% | +8.6% | +24.2% | +31.1% |
| All | +32.8% | +11.6% | +21.2% | +31.1% |
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