-98.3%
DFNS vs AHR
+26.4%
-124.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -3.1% |
| 7D | -6.3% | -2.1% | -4.3% | -7.7% |
| 30D | -74.0% | +1.9% | -75.8% | -73.5% |
| 3M | -70.1% | +15.7% | -85.8% | -70.7% |
| 6M | -93.9% | +2.5% | -96.4% | -93.7% |
| YTD | -98.1% | +15.0% | -113.1% | -98.2% |
| 1Y | -98.3% | +28.1% | -126.4% | -98.8% |
| All | -98.3% | +26.4% | -124.7% | -98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling