-10.6%
AFRM vs DKS
-31.4%
+20.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -1.2% |
| 7D | -7.5% | +3.8% | -11.4% | -8.3% |
| 30D | -15.7% | +8.1% | -23.8% | -17.2% |
| 3M | -9.6% | -28.6% | +19.0% | -2.2% |
| 6M | +6.3% | -33.6% | +39.9% | +17.3% |
| YTD | -8.6% | -23.8% | +15.2% | -7.2% |
| All | -10.6% | -31.4% | +20.8% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling