-29.4%
AFRM vs DRI
+118.8%
-148.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -1.6% |
| 7D | -7.5% | +3.1% | -10.7% | -10.2% |
| 30D | -15.7% | +16.2% | -31.9% | -27.1% |
| 3M | -9.6% | +8.4% | -18.0% | -17.5% |
| 6M | +6.3% | +19.0% | -12.7% | -13.4% |
| YTD | -8.6% | +28.8% | -37.4% | -33.1% |
| 1Y | -7.6% | +33.1% | -40.7% | -35.1% |
| 3Y | +173.7% | +70.8% | +102.9% | +34.9% |
| 5Y | -56.9% | +74.2% | -131.1% | -80.4% |
| All | -29.4% | +118.8% | -148.2% | -65.3% |
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