-15.8%
DT vs AHR
+356.1%
-371.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.6% | -2.1% | +0.5% | -1.4% |
| 30D | +3.0% | +1.9% | +1.2% | +2.8% |
| 3M | +26.5% | +15.7% | +10.8% | +24.5% |
| 6M | +35.9% | +2.5% | +33.4% | +35.8% |
| YTD | +17.8% | +15.0% | +2.8% | +14.9% |
| 1Y | +4.1% | +28.1% | -24.1% | -1.3% |
| All | -15.8% | +356.1% | -371.9% | -43.2% |
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