-29.3%
AFRM vs DLTR
+15.2%
-44.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | 0.0% |
| 7D | -7.3% | -2.0% | -5.3% | -6.4% |
| 30D | -9.6% | +12.8% | -22.3% | -14.7% |
| 3M | -11.1% | +1.1% | -12.2% | -12.3% |
| 6M | +3.9% | +35.9% | -32.0% | -12.1% |
| YTD | -8.5% | +6.6% | -15.1% | -14.1% |
| 1Y | +3.3% | +28.6% | -25.3% | -12.2% |
| 3Y | +213.7% | +14.0% | +199.7% | +166.8% |
| 5Y | -58.5% | +19.2% | -77.7% | -56.8% |
| All | -29.3% | +15.2% | -44.6% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling