-27.7%
AFRM vs DECK
+57.0%
-84.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.5% | -6.3% | -6.7% |
| 7D | -6.9% | +6.0% | -12.9% | -10.8% |
| 30D | -7.0% | +7.4% | -14.4% | -11.6% |
| 3M | -11.2% | -11.7% | +0.4% | -3.1% |
| 6M | +4.3% | -11.0% | +15.2% | +11.7% |
| YTD | -6.4% | -15.4% | +9.0% | -0.8% |
| 1Y | -2.6% | +7.2% | -9.8% | -15.2% |
| 3Y | +210.6% | -11.8% | +222.4% | +140.8% |
| 5Y | -57.6% | +24.3% | -81.9% | -81.5% |
| All | -27.7% | +57.0% | -84.7% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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