+196.5%
AFRM vs DG
+24.7%
+171.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -10.3% | -3.0% | -7.3% | -10.6% |
| 30D | -13.7% | +8.6% | -22.3% | -12.7% |
| 3M | -11.6% | +15.0% | -26.6% | -9.7% |
| 6M | +2.1% | +32.7% | -30.6% | +6.9% |
| YTD | -8.9% | +5.5% | -14.4% | -9.3% |
| 1Y | -9.7% | +34.6% | -44.3% | -3.3% |
| All | +196.5% | +24.7% | +171.8% | +168.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling