-56.0%
AFRM vs DPZ
-28.5%
-27.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -3.0% |
| 7D | -4.4% | +2.2% | -6.6% | -6.1% |
| 30D | -7.7% | +15.5% | -23.1% | -17.3% |
| 3M | -16.9% | -2.0% | -14.9% | -16.1% |
| 6M | +2.5% | +12.1% | -9.7% | -8.4% |
| YTD | -12.5% | -16.6% | +4.1% | -2.8% |
| 1Y | -11.0% | -14.6% | +3.5% | -3.8% |
| 3Y | +184.6% | -4.1% | +188.7% | +142.5% |
| All | -56.0% | -28.5% | -27.5% | -43.5% |
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