-56.0%
AFRM vs DRI
+78.6%
-134.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.5% |
| 7D | -4.4% | +1.1% | -5.5% | -5.5% |
| 30D | -7.7% | +9.7% | -17.4% | -16.7% |
| 3M | -16.9% | +3.2% | -20.0% | -20.6% |
| 6M | +2.5% | +20.6% | -18.1% | -21.2% |
| YTD | -12.5% | +28.3% | -40.8% | -40.1% |
| 1Y | -11.0% | +34.5% | -45.6% | -43.2% |
| 3Y | +184.6% | +66.5% | +118.0% | +14.7% |
| All | -56.0% | +78.6% | -134.6% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling