-29.3%
AFRM vs DRI
+115.5%
-144.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.3% |
| 7D | -7.3% | +2.8% | -10.1% | -9.6% |
| 30D | -9.6% | +13.3% | -22.8% | -19.9% |
| 3M | -11.1% | +8.2% | -19.2% | -18.8% |
| 6M | +3.9% | +17.5% | -13.7% | -14.4% |
| YTD | -8.5% | +26.9% | -35.4% | -32.1% |
| 1Y | +3.3% | +31.6% | -28.3% | -26.6% |
| 3Y | +213.7% | +67.0% | +146.8% | +58.6% |
| 5Y | -58.5% | +72.9% | -131.4% | -80.9% |
| All | -29.3% | +115.5% | -144.8% | -64.7% |
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