-21.6%
AFRM vs DECK
+59.4%
-81.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.0% | -0.9% | +0.7% |
| 7D | +3.1% | +10.4% | -7.3% | -4.1% |
| 30D | +1.1% | +11.1% | -10.0% | -6.3% |
| 3M | -3.2% | -10.8% | +7.5% | +4.8% |
| 6M | +12.7% | -8.7% | +21.4% | +18.5% |
| YTD | +1.6% | -14.0% | +15.6% | +6.3% |
| 1Y | +5.9% | +12.0% | -6.2% | -11.0% |
| 3Y | +237.0% | -10.5% | +247.5% | +158.2% |
| 5Y | -55.1% | +28.5% | -83.6% | -80.8% |
| All | -21.6% | +59.4% | -81.0% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling