-29.4%
AFRM vs DAR
-22.2%
-7.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -2.8% |
| 7D | -7.5% | -2.8% | -4.8% | -6.1% |
| 30D | -15.7% | -12.8% | -2.9% | -9.3% |
| 3M | -9.6% | -11.6% | +2.0% | -5.1% |
| 6M | +6.3% | -16.8% | +23.1% | +14.3% |
| YTD | -8.6% | +45.9% | -54.5% | -33.5% |
| 1Y | -7.6% | +61.5% | -69.1% | -37.8% |
| 3Y | +173.7% | +23.0% | +150.7% | +110.0% |
| 5Y | -56.9% | -35.8% | -21.0% | -48.1% |
| All | -29.4% | -22.2% | -7.2% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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