-24.9%
AFRM vs DPZ
-4.6%
-20.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.4% |
| 7D | -7.0% | -2.5% | -4.4% | -5.1% |
| 30D | -7.8% | -7.0% | -0.8% | -3.0% |
| 3M | +5.3% | +11.6% | -6.3% | -4.3% |
| 6M | +42.6% | -15.2% | +57.8% | +58.0% |
| YTD | -2.8% | -17.2% | +14.5% | +8.5% |
| 1Y | -19.3% | -24.8% | +5.5% | -3.4% |
| 3Y | +231.0% | -8.7% | +239.6% | +207.3% |
| 5Y | -22.2% | -28.9% | +6.7% | -11.8% |
| All | -24.9% | -4.6% | -20.4% | -31.9% |
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