-29.3%
AFRM vs DPZ
-5.9%
-23.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -0.7% |
| 7D | -7.3% | +6.6% | -13.9% | -11.5% |
| 30D | -9.6% | +10.3% | -19.8% | -15.9% |
| 3M | -11.1% | -6.2% | -4.9% | -7.4% |
| 6M | +3.9% | +4.2% | -0.4% | -1.3% |
| YTD | -8.5% | -18.4% | +9.9% | +2.8% |
| 1Y | +3.3% | -14.9% | +18.2% | +11.4% |
| 3Y | +213.7% | -4.6% | +218.4% | +176.3% |
| 5Y | -58.5% | -27.4% | -31.1% | -52.8% |
| All | -29.3% | -5.9% | -23.4% | -35.5% |
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 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