-25.2%
AFRM vs DBX
+52.9%
-78.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +2.8% |
| 7D | +3.1% | -1.3% | +4.4% | +4.4% |
| 30D | -4.2% | -2.9% | -1.3% | -1.5% |
| 3M | +10.1% | +23.8% | -13.7% | -15.1% |
| 6M | +39.4% | +26.2% | +13.2% | -2.5% |
| YTD | -3.2% | +21.6% | -24.8% | -29.4% |
| 1Y | -16.1% | +11.4% | -27.5% | -32.6% |
| 3Y | +220.8% | +21.3% | +199.5% | +104.7% |
| 5Y | -17.7% | +6.7% | -24.3% | -44.2% |
| All | -25.2% | +52.9% | -78.1% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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