+229.9%
AFRM vs DD
+43.0%
+187.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.9% |
| 7D | -7.0% | -3.5% | -3.4% | -4.1% |
| 30D | -7.8% | -10.3% | +2.5% | +0.9% |
| 3M | +5.3% | -7.5% | +12.9% | +12.3% |
| 6M | +42.6% | -8.0% | +50.7% | +50.0% |
| YTD | -2.8% | +10.5% | -13.3% | -14.3% |
| 1Y | -19.3% | +38.3% | -57.6% | -42.9% |
| All | +229.9% | +43.0% | +187.0% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling