-32.4%
AFRM vs DRI
+117.8%
-150.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.5% |
| 7D | -4.4% | +1.1% | -5.5% | -5.4% |
| 30D | -7.7% | +9.7% | -17.4% | -15.4% |
| 3M | -16.9% | +3.2% | -20.0% | -20.0% |
| 6M | +2.5% | +20.6% | -18.1% | -17.5% |
| YTD | -12.5% | +28.3% | -40.8% | -35.7% |
| 1Y | -11.0% | +34.5% | -45.6% | -38.2% |
| 3Y | +184.6% | +66.5% | +118.0% | +45.1% |
| 5Y | -56.3% | +79.6% | -135.9% | -80.2% |
| All | -32.4% | +117.8% | -150.2% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling