+11.4%
DHR vs AFRM
-25.1%
+36.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +1.9% |
| 7D | -0.9% | -7.3% | +6.4% | -0.1% |
| 30D | +5.4% | -9.6% | +14.9% | +6.3% |
| 3M | +15.3% | -11.1% | +26.4% | +16.3% |
| 6M | +32.1% | +3.9% | +28.3% | +30.9% |
| YTD | +1.2% | -8.5% | +9.7% | +0.9% |
| 1Y | +10.1% | +3.3% | +6.8% | +8.2% |
| 3Y | +19.9% | +213.7% | -193.9% | +0.1% |
| 5Y | -8.8% | -58.5% | +49.7% | -21.8% |
| All | +11.4% | -25.1% | +36.4% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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