+12,501.5%
DHI vs AFL
+10,768.7%
+1,732.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -3.4% | -1.6% | -1.8% | -2.6% |
| 30D | -5.4% | -4.0% | -1.4% | -3.7% |
| 3M | -10.4% | -0.5% | -9.9% | -10.5% |
| 6M | -2.8% | +6.5% | -9.3% | -6.0% |
| YTD | -3.4% | +6.2% | -9.6% | -6.6% |
| 1Y | -22.9% | +8.3% | -31.2% | -26.2% |
| 3Y | +20.7% | +62.5% | -41.9% | -6.0% |
| 5Y | +62.1% | +136.2% | -74.0% | +5.0% |
| 10Y | +410.4% | +301.4% | +109.0% | +152.0% |
| All | +12,501.5% | +10,768.7% | +1,732.8% | +2,017.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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