-31.6%
AFRM vs DLTR
+23.8%
-55.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -4.3% |
| 7D | -8.4% | +5.0% | -13.4% | -10.5% |
| 30D | -18.3% | +18.7% | -37.0% | -24.8% |
| 3M | -12.7% | +8.9% | -21.6% | -16.9% |
| 6M | +3.0% | +49.4% | -46.4% | -16.8% |
| YTD | -11.4% | +14.5% | -25.9% | -19.6% |
| 1Y | -13.3% | +32.5% | -45.8% | -27.4% |
| 3Y | +194.0% | +23.4% | +170.6% | +140.5% |
| 5Y | -50.6% | +26.2% | -76.8% | -50.2% |
| All | -31.6% | +23.8% | -55.3% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling