+54,149.7%
DHR vs AFL
+18,474.8%
+35,674.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.4% | -2.1% | -0.3% | -1.9% |
| 30D | -2.2% | -5.4% | +3.3% | -0.8% |
| 3M | +9.0% | -0.3% | +9.2% | +8.9% |
| 6M | +3.5% | +5.2% | -1.7% | +1.9% |
| YTD | -10.1% | +5.7% | -15.8% | -11.7% |
| 1Y | +6.2% | +10.2% | -4.0% | +3.0% |
| 3Y | -5.4% | +63.4% | -68.8% | -17.8% |
| 5Y | -27.9% | +133.0% | -160.9% | -43.2% |
| 10Y | +215.7% | +299.5% | -83.8% | +108.2% |
| All | +54,149.7% | +18,474.8% | +35,674.9% | +12,422.4% |
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