-24.9%
AFRM vs DGX
+110.6%
-135.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.1% |
| 7D | -7.0% | -2.3% | -4.6% | -5.6% |
| 30D | -7.8% | +0.6% | -8.4% | -8.0% |
| 3M | +5.3% | +21.4% | -16.1% | -6.8% |
| 6M | +42.6% | +14.7% | +27.9% | +30.5% |
| YTD | -2.8% | +38.4% | -41.2% | -22.2% |
| 1Y | -19.3% | +34.0% | -53.3% | -34.8% |
| 3Y | +231.0% | +92.7% | +138.3% | +91.4% |
| 5Y | -22.2% | +67.7% | -89.9% | -53.1% |
| All | -24.9% | +110.6% | -135.5% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling