-15.2%
DT vs AHR
+360.2%
-375.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -2.5% | -3.0% | +0.5% | -2.2% |
| 30D | +3.5% | +2.6% | +0.9% | +3.2% |
| 3M | +26.7% | +16.0% | +10.7% | +24.7% |
| 6M | +36.1% | +3.1% | +33.1% | +36.0% |
| YTD | +18.6% | +16.0% | +2.6% | +15.6% |
| 1Y | +7.9% | +28.0% | -20.1% | +2.5% |
| All | -15.2% | +360.2% | -375.4% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling