-10.6%
AFRM vs DPZ
-16.5%
+5.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -7.5% | +3.7% | -11.2% | -8.1% |
| 30D | -15.7% | +8.0% | -23.7% | -16.8% |
| 3M | -9.6% | -4.2% | -5.4% | -9.7% |
| 6M | +6.3% | +4.6% | +1.7% | +5.8% |
| YTD | -8.6% | -18.4% | +9.8% | -13.4% |
| All | -10.6% | -16.5% | +5.9% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling