-27.7%
AFRM vs DPZ
-3.8%
-23.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.3% | -8.1% | -8.0% |
| 7D | -6.9% | +9.5% | -16.4% | -12.8% |
| 30D | -7.0% | +12.8% | -19.8% | -14.8% |
| 3M | -11.2% | -6.2% | -5.0% | -7.5% |
| 6M | +4.3% | +4.3% | 0.0% | -0.9% |
| YTD | -6.4% | -16.6% | +10.2% | +3.5% |
| 1Y | -2.6% | -12.8% | +10.2% | +3.2% |
| 3Y | +210.6% | -0.8% | +211.4% | +164.3% |
| 5Y | -57.6% | -25.8% | -31.8% | -52.5% |
| All | -27.7% | -3.8% | -23.9% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling