-58.3%
AFRM vs DPZ
-27.1%
-31.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -0.6% |
| 7D | -7.3% | +6.6% | -13.9% | -11.7% |
| 30D | -9.6% | +10.3% | -19.8% | -16.2% |
| 3M | -11.1% | -6.2% | -4.9% | -7.2% |
| 6M | +3.9% | +4.2% | -0.4% | -1.7% |
| YTD | -8.5% | -18.4% | +9.9% | +3.5% |
| 1Y | +3.3% | -14.9% | +18.2% | +11.8% |
| 3Y | +213.7% | -4.6% | +218.4% | +164.5% |
| All | -58.3% | -27.1% | -31.2% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling