+3.3%
AFRM vs DG
+34.9%
-31.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.3% |
| 7D | -7.3% | +1.1% | -8.4% | -7.5% |
| 30D | -9.6% | +9.5% | -19.1% | -11.8% |
| 3M | -11.1% | +5.5% | -16.5% | -12.6% |
| 6M | +3.9% | +16.1% | -12.2% | -1.5% |
| YTD | -8.5% | +2.7% | -11.2% | -12.2% |
| 1Y | +3.3% | +42.1% | -38.8% | -3.3% |
| All | +3.3% | +34.9% | -31.6% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling