-20.9%
AFRM vs DECK
+25.5%
-46.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -3.8% |
| 7D | -7.0% | -2.2% | -4.7% | -5.4% |
| 30D | -7.8% | -13.6% | +5.8% | +2.8% |
| 3M | +5.3% | -21.2% | +26.6% | +25.0% |
| 6M | +42.6% | -21.1% | +63.7% | +67.0% |
| YTD | -2.8% | -17.2% | +14.4% | +4.8% |
| 1Y | -19.3% | -30.7% | +11.4% | -1.6% |
| 3Y | +231.0% | -3.4% | +234.3% | +104.2% |
| All | -20.9% | +25.5% | -46.5% | -69.1% |
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