+173.7%
AFRM vs DRI
+70.6%
+103.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -1.0% |
| 7D | -7.5% | +3.1% | -10.7% | -9.0% |
| 30D | -15.7% | +16.2% | -31.9% | -22.4% |
| 3M | -9.6% | +8.4% | -18.0% | -14.0% |
| 6M | +6.3% | +19.0% | -12.7% | -5.4% |
| YTD | -8.6% | +28.8% | -37.4% | -24.0% |
| 1Y | -7.6% | +33.1% | -40.7% | -25.2% |
| 3Y | +173.7% | +70.8% | +102.9% | +102.8% |
| All | +173.7% | +70.6% | +103.1% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling