-20.9%
AFRM vs DBX
+7.0%
-27.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | +0.1% |
| 7D | -7.0% | -2.4% | -4.5% | -4.3% |
| 30D | -7.8% | -0.5% | -7.3% | -7.5% |
| 3M | +5.3% | +28.1% | -22.7% | -23.3% |
| 6M | +42.6% | +33.1% | +9.6% | -9.0% |
| YTD | -2.8% | +25.3% | -28.1% | -33.1% |
| 1Y | -19.3% | +18.3% | -37.7% | -41.1% |
| 3Y | +231.0% | +25.0% | +206.0% | +89.8% |
| All | -20.9% | +7.0% | -27.9% | -46.4% |
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