-16.1%
AFRM vs DKS
-39.1%
+23.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.6% |
| 7D | +3.1% | -0.4% | +3.5% | +3.1% |
| 30D | -4.2% | -36.6% | +32.4% | +5.8% |
| 3M | +10.1% | -37.6% | +47.7% | +22.0% |
| 6M | +39.4% | -32.1% | +71.5% | +47.1% |
| YTD | -3.2% | -32.3% | +29.2% | +2.5% |
| 1Y | -16.1% | -39.5% | +23.4% | -8.8% |
| All | -16.1% | -39.1% | +23.0% | -8.8% |
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