-98.7%
DFNS vs AHR
+365.8%
-464.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | -0.5% |
| 7D | -16.0% | -1.5% | -14.5% | -16.5% |
| 30D | -77.7% | -1.4% | -76.3% | -77.6% |
| 3M | -77.2% | +18.6% | -95.8% | -75.4% |
| 6M | -95.2% | +6.6% | -101.8% | -94.9% |
| YTD | -98.0% | +17.5% | -115.4% | -97.8% |
| 1Y | -98.3% | +30.9% | -129.1% | -98.0% |
| All | -98.7% | +365.8% | -464.5% | -98.4% |
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