-24.9%
AFRM vs DBX
+57.5%
-82.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | 0.0% |
| 7D | -7.0% | -2.4% | -4.5% | -4.4% |
| 30D | -7.8% | -0.5% | -7.3% | -7.5% |
| 3M | +5.3% | +28.1% | -22.7% | -21.8% |
| 6M | +42.6% | +33.1% | +9.6% | -6.1% |
| YTD | -2.8% | +25.3% | -28.1% | -31.3% |
| 1Y | -19.3% | +18.3% | -37.7% | -39.7% |
| 3Y | +231.0% | +25.0% | +206.0% | +104.4% |
| 5Y | -22.2% | +7.5% | -29.8% | -48.4% |
| All | -24.9% | +57.5% | -82.5% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling