-31.6%
AFRM vs DAR
-23.6%
-7.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.2% | -2.0% |
| 7D | -8.4% | -3.8% | -4.5% | -6.3% |
| 30D | -18.3% | -14.4% | -3.9% | -11.1% |
| 3M | -12.7% | -17.9% | +5.2% | -4.0% |
| 6M | +3.0% | -18.3% | +21.3% | +12.0% |
| YTD | -11.4% | +43.2% | -54.6% | -34.8% |
| 1Y | -13.3% | +57.7% | -71.0% | -40.9% |
| 3Y | +194.0% | +22.7% | +171.3% | +125.0% |
| 5Y | -50.6% | -34.0% | -16.6% | -40.6% |
| All | -31.6% | -23.6% | -7.9% | -22.8% |
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