-56.9%
AFRM vs DBX
+15.8%
-72.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +6.6% |
| 7D | -7.5% | -8.6% | +1.0% | +1.9% |
| 30D | -15.7% | -5.2% | -10.5% | -11.3% |
| 3M | -9.6% | -6.4% | -3.2% | -5.5% |
| 6M | +6.3% | +12.7% | -6.5% | -15.8% |
| YTD | -8.6% | +17.2% | -25.8% | -34.5% |
| 1Y | -7.6% | +5.5% | -13.1% | -24.5% |
| 3Y | +173.7% | +24.1% | +149.5% | +41.0% |
| 5Y | -56.9% | +14.2% | -71.1% | -70.1% |
| All | -56.9% | +15.8% | -72.7% | -70.1% |
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