-27.7%
AFRM vs DAR
-24.9%
-2.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.1% | -4.8% | -6.1% |
| 7D | -6.9% | -8.1% | +1.1% | -2.3% |
| 30D | -7.0% | -17.1% | +10.1% | +3.0% |
| 3M | -11.2% | -12.3% | +1.1% | -6.5% |
| 6M | +4.3% | -21.8% | +26.1% | +16.4% |
| YTD | -6.4% | +40.8% | -47.2% | -30.4% |
| 1Y | -2.6% | +57.4% | -60.0% | -33.4% |
| 3Y | +210.6% | +12.1% | +198.4% | +153.9% |
| 5Y | -57.6% | -40.2% | -17.4% | -47.5% |
| All | -27.7% | -24.9% | -2.8% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling