-20.9%
AFRM vs DD
+61.3%
-82.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -3.0% |
| 7D | -7.0% | -3.5% | -3.4% | -3.0% |
| 30D | -7.8% | -10.3% | +2.5% | +4.2% |
| 3M | +5.3% | -7.5% | +12.9% | +14.6% |
| 6M | +42.6% | -8.0% | +50.7% | +51.6% |
| YTD | -2.8% | +10.5% | -13.3% | -18.4% |
| 1Y | -19.3% | +38.3% | -57.6% | -49.7% |
| 3Y | +231.0% | +42.5% | +188.5% | +91.2% |
| All | -20.9% | +61.3% | -82.2% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling