+16.6%
SPYG vs AHR
+5.0%
+11.5%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.5% |
| 7D | +0.3% | -4.3% | +4.7% | 0.0% |
| 30D | -1.7% | -3.1% | +1.4% | -1.9% |
| 3M | +3.6% | +15.7% | -12.0% | +3.5% |
| 6M | +16.6% | +4.1% | +12.5% | +19.6% |
| All | +16.6% | +5.0% | +11.5% | +19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling