-25.2%
AFRM vs DD
+37.9%
-63.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | +3.1% | -0.6% | +3.7% | +3.7% |
| 30D | -4.2% | -7.4% | +3.2% | +3.3% |
| 3M | +10.1% | -6.4% | +16.5% | +17.1% |
| 6M | +39.4% | -2.5% | +41.9% | +39.2% |
| YTD | -3.2% | +10.2% | -13.4% | -15.9% |
| 1Y | -16.1% | +36.9% | -53.0% | -42.8% |
| 3Y | +220.8% | +47.0% | +173.8% | +99.4% |
| 5Y | -17.7% | +63.1% | -80.8% | -50.9% |
| All | -25.2% | +37.9% | -63.1% | -58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling