-25.9%
AFRM vs DGX
+108.7%
-134.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.1% |
| 7D | -1.3% | -0.9% | -0.4% | -0.7% |
| 30D | -2.7% | -1.2% | -1.5% | -1.9% |
| 3M | +7.4% | +15.8% | -8.3% | -1.8% |
| 6M | +40.7% | +18.2% | +22.5% | +26.3% |
| YTD | -4.0% | +37.2% | -41.2% | -22.7% |
| 1Y | -12.2% | +30.4% | -42.6% | -27.7% |
| 3Y | +203.1% | +96.7% | +106.4% | +71.5% |
| 5Y | -42.2% | +67.2% | -109.4% | -64.9% |
| All | -25.9% | +108.7% | -134.5% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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