-56.9%
AFRM vs DPZ
-28.0%
-28.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -7.5% | +3.7% | -11.2% | -10.0% |
| 30D | -15.7% | +8.0% | -23.7% | -20.7% |
| 3M | -9.6% | -4.2% | -5.4% | -7.1% |
| 6M | +6.3% | +4.6% | +1.7% | +0.2% |
| YTD | -8.6% | -18.4% | +9.8% | +3.4% |
| 1Y | -7.6% | -16.8% | +9.2% | +1.9% |
| 3Y | +173.7% | -5.0% | +178.7% | +132.0% |
| 5Y | -56.9% | -27.8% | -29.1% | -46.3% |
| All | -56.9% | -28.0% | -28.9% | -46.3% |
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