-26.0%
AFRM vs DGX
+64.0%
-89.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.4% | -5.4% |
| 7D | -8.0% | -2.2% | -5.8% | -6.6% |
| 30D | -9.8% | -0.9% | -8.9% | -9.1% |
| 3M | +4.7% | +15.6% | -10.9% | -5.4% |
| 6M | +34.1% | +17.8% | +16.3% | +19.0% |
| YTD | -8.4% | +37.5% | -45.9% | -28.6% |
| 1Y | -22.9% | +31.2% | -54.1% | -38.5% |
| 3Y | +203.3% | +96.6% | +106.7% | +53.5% |
| 5Y | -26.0% | +64.9% | -90.9% | -54.9% |
| All | -26.0% | +64.0% | -89.9% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling