+229.9%
AFRM vs DRI
+53.9%
+176.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | -7.0% | +0.6% | -7.5% | -7.2% |
| 30D | -7.8% | +3.8% | -11.6% | -10.4% |
| 3M | +5.3% | +13.0% | -7.7% | -4.0% |
| 6M | +42.6% | +8.3% | +34.3% | +33.4% |
| YTD | -2.8% | +20.6% | -23.4% | -17.1% |
| 1Y | -19.3% | +6.5% | -25.8% | -24.8% |
| All | +229.9% | +53.9% | +176.1% | +112.0% |
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