-17.7%
AFRM vs DLTR
+34.4%
-52.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +2.3% |
| 7D | +3.1% | -5.8% | +8.9% | +5.9% |
| 30D | -4.2% | -5.2% | +1.0% | -2.1% |
| 3M | +10.1% | +15.2% | -5.1% | +2.1% |
| 6M | +39.4% | +7.1% | +32.3% | +32.3% |
| YTD | -3.2% | +0.8% | -4.0% | -6.3% |
| 1Y | -16.1% | +24.8% | -40.9% | -28.0% |
| 3Y | +220.8% | +6.9% | +213.9% | +183.7% |
| 5Y | -17.7% | +33.2% | -50.9% | -0.9% |
| All | -17.7% | +34.4% | -52.0% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling