+0.9%
SPGI vs AHR
+364.8%
-363.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -2.5% | -3.4% | +1.0% | -1.9% |
| 30D | +5.4% | -3.8% | +9.2% | +6.1% |
| 3M | +9.0% | +20.1% | -11.0% | +5.7% |
| 6M | +0.8% | +7.1% | -6.3% | -0.6% |
| YTD | -12.6% | +17.2% | -29.8% | -15.8% |
| 1Y | -16.1% | +30.4% | -46.5% | -21.7% |
| All | +0.9% | +364.8% | -363.9% | -27.1% |
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