-29.3%
AFRM vs DKS
+151.2%
-180.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -7.3% | -2.1% | -5.2% | -6.0% |
| 30D | -9.6% | +7.3% | -16.9% | -13.8% |
| 3M | -11.1% | -28.4% | +17.4% | +3.3% |
| 6M | +3.9% | -36.9% | +40.7% | +29.8% |
| YTD | -8.5% | -27.3% | +18.8% | +2.3% |
| 1Y | +3.3% | -33.2% | +36.5% | +22.4% |
| 3Y | +213.7% | +32.2% | +181.6% | +99.1% |
| 5Y | -58.5% | +22.3% | -80.8% | -76.4% |
| All | -29.3% | +151.2% | -180.5% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling