-25.2%
AFRM vs DKS
+133.9%
-159.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +2.8% |
| 7D | +3.1% | -0.4% | +3.5% | +3.3% |
| 30D | -4.2% | -36.6% | +32.4% | +22.0% |
| 3M | +10.1% | -37.6% | +47.7% | +40.7% |
| 6M | +39.4% | -32.1% | +71.5% | +64.8% |
| YTD | -3.2% | -32.3% | +29.2% | +14.3% |
| 1Y | -16.1% | -39.5% | +23.4% | +5.8% |
| 3Y | +220.8% | +27.7% | +193.1% | +109.0% |
| 5Y | -17.7% | +15.0% | -32.7% | -50.7% |
| All | -25.2% | +133.9% | -159.1% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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