-25.2%
AFRM vs DG
-35.7%
+10.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.2% |
| 7D | +3.1% | -2.5% | +5.5% | +3.4% |
| 30D | -4.2% | +1.0% | -5.2% | -4.4% |
| 3M | +10.1% | +20.3% | -10.2% | +7.1% |
| 6M | +39.4% | -11.7% | +51.2% | +40.7% |
| YTD | -3.2% | -2.3% | -0.8% | -3.6% |
| 1Y | -16.1% | +20.0% | -36.1% | -18.8% |
| 3Y | +220.8% | +7.2% | +213.5% | +202.8% |
| 5Y | -17.7% | -37.9% | +20.3% | +17.4% |
| All | -25.2% | -35.7% | +10.5% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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