-29.6%
AFRM vs DAR
-19.8%
-9.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | -0.1% |
| 7D | -10.3% | +3.6% | -13.8% | -12.1% |
| 30D | -13.7% | -11.3% | -2.5% | -8.1% |
| 3M | -11.6% | -13.1% | +1.6% | -5.9% |
| 6M | +2.1% | -15.1% | +17.2% | +8.6% |
| YTD | -8.9% | +50.5% | -59.4% | -34.8% |
| 1Y | -9.7% | +57.9% | -67.6% | -38.0% |
| 3Y | +202.5% | +28.9% | +173.5% | +124.9% |
| 5Y | -55.3% | -31.4% | -23.9% | -47.7% |
| All | -29.6% | -19.8% | -9.8% | -22.9% |
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