+4.3%
AFRM vs DAR
-22.0%
+26.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.1% | -4.8% | -8.4% |
| 7D | -6.9% | -8.1% | +1.1% | -8.6% |
| 30D | -7.0% | -17.1% | +10.1% | -10.5% |
| 3M | -11.2% | -12.3% | +1.1% | -14.3% |
| 6M | +4.3% | -21.8% | +26.1% | -1.9% |
| All | +4.3% | -22.0% | +26.3% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling