-20.9%
AFRM vs DG
-35.0%
+14.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.8% |
| 7D | -7.0% | +8.4% | -15.4% | -7.9% |
| 30D | -7.8% | +4.9% | -12.7% | -8.4% |
| 3M | +5.3% | +29.3% | -24.0% | +2.0% |
| 6M | +42.6% | -11.3% | +53.9% | +43.2% |
| YTD | -2.8% | +1.8% | -4.5% | -3.8% |
| 1Y | -19.3% | +25.3% | -44.6% | -21.9% |
| 3Y | +231.0% | +9.1% | +221.9% | +219.3% |
| All | -20.9% | -35.0% | +14.1% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling