+208.4%
DHR vs AMC
-98.9%
+307.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.1% |
| 7D | -0.8% | -0.8% | 0.0% | -0.8% |
| 30D | +0.2% | -1.2% | +1.4% | +0.2% |
| 3M | +12.1% | +42.2% | -30.2% | +11.6% |
| 6M | +5.4% | +118.8% | -113.4% | +4.6% |
| YTD | -10.0% | +64.1% | -74.1% | -10.5% |
| 1Y | +4.1% | -9.5% | +13.6% | +3.8% |
| 3Y | -5.2% | -64.3% | +59.2% | -5.3% |
| 5Y | -28.2% | -99.5% | +71.2% | -28.2% |
| 10Y | +208.4% | -98.9% | +307.3% | +220.1% |
| All | +208.4% | -98.9% | +307.3% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling