-29.4%
AFRM vs DKS
+163.5%
-192.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -3.2% |
| 7D | -7.5% | +3.8% | -11.4% | -9.8% |
| 30D | -15.7% | +8.1% | -23.8% | -20.1% |
| 3M | -9.6% | -28.6% | +19.0% | +5.7% |
| 6M | +6.3% | -33.6% | +39.9% | +28.6% |
| YTD | -8.6% | -23.8% | +15.2% | -1.0% |
| 1Y | -7.6% | -30.7% | +23.1% | +6.9% |
| 3Y | +173.7% | +41.5% | +132.1% | +65.6% |
| 5Y | -56.9% | +23.0% | -79.9% | -75.9% |
| All | -29.4% | +163.5% | -192.9% | -68.9% |
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