-56.0%
AFRM vs DBX
+24.0%
-80.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.4% | -3.3% | -1.1% | -1.3% |
| 30D | -7.7% | -5.9% | -1.8% | -1.9% |
| 3M | -16.9% | -6.7% | -10.2% | -12.6% |
| 6M | +2.5% | +28.0% | -25.5% | -29.4% |
| YTD | -12.5% | +20.6% | -33.1% | -39.2% |
| 1Y | -11.0% | +10.3% | -21.3% | -31.0% |
| 3Y | +184.6% | +24.0% | +160.5% | +51.4% |
| All | -56.0% | +24.0% | -80.0% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling