+213.7%
AFRM vs DRI
+66.4%
+147.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.7% |
| 7D | -7.3% | +2.8% | -10.1% | -8.6% |
| 30D | -9.6% | +13.3% | -22.8% | -15.6% |
| 3M | -11.1% | +8.2% | -19.2% | -15.4% |
| 6M | +3.9% | +17.5% | -13.7% | -7.0% |
| YTD | -8.5% | +26.9% | -35.4% | -23.4% |
| 1Y | +3.3% | +31.6% | -28.3% | -15.9% |
| 3Y | +213.7% | +67.0% | +146.8% | +121.4% |
| All | +213.7% | +66.4% | +147.3% | +121.4% |
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