-32.4%
AFRM vs DGX
+131.4%
-163.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | +1.6% | -6.0% | -5.3% |
| 30D | -7.7% | +11.2% | -18.9% | -13.1% |
| 3M | -16.9% | +10.4% | -27.3% | -21.6% |
| 6M | +2.5% | +37.1% | -34.6% | -15.8% |
| YTD | -12.5% | +52.1% | -64.6% | -33.8% |
| 1Y | -11.0% | +40.7% | -51.7% | -29.2% |
| 3Y | +184.6% | +107.6% | +77.0% | +59.3% |
| 5Y | -56.3% | +90.6% | -146.9% | -74.7% |
| All | -32.4% | +131.4% | -163.8% | -59.3% |
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