-29.6%
AFRM vs DPZ
-7.5%
-22.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.2% |
| 7D | -10.3% | -3.5% | -6.7% | -7.9% |
| 30D | -13.7% | +5.7% | -19.4% | -17.3% |
| 3M | -11.6% | -7.5% | -4.1% | -6.9% |
| 6M | +2.1% | +6.2% | -4.1% | -4.4% |
| YTD | -8.9% | -19.8% | +10.9% | +3.6% |
| 1Y | -9.7% | -18.0% | +8.3% | +0.1% |
| 3Y | +202.5% | -8.8% | +211.2% | +178.4% |
| 5Y | -55.3% | -30.2% | -25.1% | -48.1% |
| All | -29.6% | -7.5% | -22.1% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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