-24.9%
AFRM vs DOV
+60.4%
-85.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.6% | -4.0% |
| 7D | -7.0% | -2.7% | -4.3% | -3.3% |
| 30D | -7.8% | -8.1% | +0.3% | +3.7% |
| 3M | +5.3% | -9.4% | +14.7% | +18.6% |
| 6M | +42.6% | -12.6% | +55.3% | +65.4% |
| YTD | -2.8% | -0.5% | -2.3% | -8.8% |
| 1Y | -19.3% | +9.2% | -28.6% | -36.3% |
| 3Y | +231.0% | +34.1% | +196.8% | +91.6% |
| 5Y | -22.2% | +17.3% | -39.5% | -49.0% |
| All | -24.9% | +60.4% | -85.3% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling