+221.8%
AFRM vs DLTR
+11.8%
+210.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -7.0% | +2.5% | -9.4% | -7.6% |
| 30D | -7.8% | +2.1% | -9.9% | -8.4% |
| 3M | +5.3% | +20.3% | -15.0% | +0.4% |
| 6M | +42.6% | +11.5% | +31.1% | +37.6% |
| YTD | -2.8% | +6.8% | -9.6% | -5.7% |
| 1Y | -19.3% | +31.1% | -50.4% | -25.8% |
| All | +221.8% | +11.8% | +210.1% | +164.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling