-32.4%
AFRM vs DAR
-17.1%
-15.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.8% |
| 7D | -4.4% | +11.6% | -16.0% | -10.4% |
| 30D | -7.7% | -10.2% | +2.6% | -2.3% |
| 3M | -16.9% | -14.8% | -2.0% | -10.5% |
| 6M | +2.5% | -10.1% | +12.6% | +5.2% |
| YTD | -12.5% | +55.5% | -68.0% | -38.7% |
| 1Y | -11.0% | +61.7% | -72.7% | -39.8% |
| 3Y | +184.6% | +37.2% | +147.4% | +103.2% |
| 5Y | -56.3% | -26.9% | -29.4% | -50.2% |
| All | -32.4% | -17.1% | -15.3% | -27.4% |
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