-32.4%
AFRM vs DLTR
+21.3%
-53.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -0.1% |
| 7D | -4.4% | +5.3% | -9.7% | -6.8% |
| 30D | -7.7% | +13.4% | -21.1% | -13.0% |
| 3M | -16.9% | +6.6% | -23.5% | -20.0% |
| 6M | +2.5% | +59.1% | -56.6% | -19.6% |
| YTD | -12.5% | +12.3% | -24.8% | -19.9% |
| 1Y | -11.0% | +33.9% | -44.9% | -26.0% |
| 3Y | +184.6% | +23.0% | +161.6% | +132.1% |
| 5Y | -56.3% | +22.1% | -78.4% | -55.5% |
| All | -32.4% | +21.3% | -53.8% | -25.0% |
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