-22.9%
AFRM vs DBX
+12.9%
-35.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.3% | -7.8% | -6.2% |
| 7D | -8.0% | +0.3% | -8.3% | -8.1% |
| 30D | -9.8% | 0.0% | -9.8% | -9.8% |
| 3M | +4.7% | +26.1% | -21.4% | -2.3% |
| 6M | +34.1% | +29.4% | +4.8% | +22.7% |
| YTD | -8.4% | +24.4% | -32.9% | -13.8% |
| 1Y | -22.9% | +10.9% | -33.8% | -21.7% |
| All | -22.9% | +12.9% | -35.8% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling