-25.2%
AFRM vs DOV
+61.9%
-87.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -1.7% |
| 7D | +3.1% | +2.5% | +0.5% | -0.7% |
| 30D | -4.2% | -7.5% | +3.3% | +6.8% |
| 3M | +10.1% | -9.7% | +19.8% | +24.7% |
| 6M | +39.4% | -6.1% | +45.5% | +45.5% |
| YTD | -3.2% | +0.5% | -3.6% | -10.4% |
| 1Y | -16.1% | +10.5% | -26.6% | -34.9% |
| 3Y | +220.8% | +41.7% | +179.1% | +70.3% |
| 5Y | -17.7% | +18.4% | -36.1% | -46.7% |
| All | -25.2% | +61.9% | -87.1% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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