+0.3%
DHR vs AFRM
-20.4%
+20.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.3% |
| 7D | -3.9% | -7.0% | +3.1% | -3.2% |
| 30D | +4.0% | -7.8% | +11.8% | +4.8% |
| 3M | +11.5% | +5.3% | +6.2% | +10.6% |
| 6M | +1.9% | +42.6% | -40.8% | -2.1% |
| YTD | -8.9% | -2.8% | -6.1% | -9.5% |
| 1Y | +5.1% | -19.3% | +24.4% | +5.7% |
| 3Y | -10.3% | +231.0% | -241.3% | -25.7% |
| 5Y | -27.8% | -22.2% | -5.5% | -40.3% |
| All | +0.3% | -20.4% | +20.7% | -18.5% |
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