-3.5%
SPGI vs AHR
+356.1%
-359.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -7.4% | -2.1% | -5.3% | -7.0% |
| 30D | +0.4% | +1.9% | -1.5% | 0.0% |
| 3M | +5.3% | +15.7% | -10.4% | +2.7% |
| 6M | +1.7% | +2.5% | -0.8% | +1.1% |
| YTD | -16.4% | +15.0% | -31.4% | -19.1% |
| 1Y | -20.5% | +28.1% | -48.6% | -25.5% |
| All | -3.5% | +356.1% | -359.6% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling