-19.3%
AFRM vs DD
+41.5%
-60.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | -7.0% | -3.5% | -3.4% | -5.1% |
| 30D | -7.8% | -10.3% | +2.5% | -2.3% |
| 3M | +5.3% | -7.5% | +12.9% | +9.7% |
| 6M | +42.6% | -8.0% | +50.7% | +47.3% |
| YTD | -2.8% | +10.5% | -13.3% | -11.8% |
| 1Y | -19.3% | +38.3% | -57.6% | -35.8% |
| All | -19.3% | +41.5% | -60.8% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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