+213.7%
AFRM vs DKS
+31.1%
+182.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -7.3% | -2.1% | -5.2% | -6.3% |
| 30D | -9.6% | +7.3% | -16.9% | -12.6% |
| 3M | -11.1% | -28.4% | +17.4% | +0.3% |
| 6M | +3.9% | -36.9% | +40.7% | +24.4% |
| YTD | -8.5% | -27.3% | +18.8% | 0.0% |
| 1Y | +3.3% | -33.2% | +36.5% | +18.6% |
| 3Y | +213.7% | +32.2% | +181.6% | +98.1% |
| All | +213.7% | +31.1% | +182.6% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling