-55.1%
AFRM vs DECK
+31.2%
-86.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.0% | -0.9% | +0.5% |
| 7D | +3.1% | +10.4% | -7.3% | -4.4% |
| 30D | +1.1% | +11.1% | -10.0% | -6.7% |
| 3M | -3.2% | -10.8% | +7.5% | +5.2% |
| 6M | +12.7% | -8.7% | +21.4% | +18.7% |
| YTD | +1.6% | -14.0% | +15.6% | +6.2% |
| 1Y | +5.9% | +12.0% | -6.2% | -12.4% |
| 3Y | +237.0% | -10.5% | +247.5% | +132.4% |
| 5Y | -55.1% | +28.5% | -83.6% | -84.1% |
| All | -55.1% | +31.2% | -86.4% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling