-99.8%
DFNS vs AHR
+394.2%
-494.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -6.3% |
| 7D | -6.0% | -0.2% | -5.7% | -6.2% |
| 30D | -71.2% | +10.2% | -81.4% | -69.5% |
| 3M | -94.5% | +8.3% | -102.8% | -94.2% |
| 6M | -96.5% | +13.0% | -109.6% | -96.3% |
| YTD | -99.6% | +24.6% | -124.3% | -99.6% |
| 1Y | -99.7% | +22.2% | -121.9% | -99.6% |
| All | -99.8% | +394.2% | -494.0% | -99.7% |
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