-58.3%
AFRM vs DKS
+21.0%
-79.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -7.3% | -2.1% | -5.2% | -5.9% |
| 30D | -9.6% | +7.3% | -16.9% | -14.1% |
| 3M | -11.1% | -28.4% | +17.4% | +4.3% |
| 6M | +3.9% | -36.9% | +40.7% | +31.7% |
| YTD | -8.5% | -27.3% | +18.8% | +2.7% |
| 1Y | +3.3% | -33.2% | +36.5% | +23.4% |
| 3Y | +213.7% | +32.2% | +181.6% | +78.6% |
| All | -58.3% | +21.0% | -79.3% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling