-17.1%
DT vs AHR
+364.8%
-381.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -4.9% | -3.4% | -1.4% | -4.5% |
| 30D | +2.7% | -3.8% | +6.5% | +3.0% |
| 3M | +20.0% | +20.1% | -0.1% | +17.6% |
| 6M | +28.0% | +7.1% | +20.9% | +27.1% |
| YTD | +16.0% | +17.2% | -1.2% | +13.0% |
| 1Y | +0.7% | +30.4% | -29.7% | -4.6% |
| All | -17.1% | +364.8% | -381.9% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling