+18.6%
DOCS vs AHR
+395.3%
-376.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.4% | -2.6% |
| 7D | -0.8% | +8.2% | -9.0% | -2.2% |
| 30D | +17.4% | +17.3% | +0.1% | +14.0% |
| 3M | +57.4% | +6.4% | +51.0% | +55.5% |
| 6M | +26.5% | +16.9% | +9.7% | +23.4% |
| YTD | -26.6% | +24.9% | -51.5% | -29.8% |
| 1Y | -48.1% | +23.3% | -71.4% | -50.3% |
| All | +18.6% | +395.3% | -376.7% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 5y: compounded portfolio wealth divided by compounded AHR 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…
5y analysis · Full analysis span regression · 6 months rolling