-50.6%
AFRM vs DRI
+75.0%
-125.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.5% |
| 7D | -8.4% | +4.2% | -12.6% | -12.5% |
| 30D | -18.3% | +15.7% | -34.0% | -30.8% |
| 3M | -12.7% | +5.8% | -18.5% | -19.5% |
| 6M | +3.0% | +18.4% | -15.4% | -19.0% |
| YTD | -11.4% | +28.2% | -39.6% | -39.3% |
| 1Y | -13.3% | +35.9% | -49.2% | -45.3% |
| 3Y | +194.0% | +67.7% | +126.3% | +17.2% |
| 5Y | -50.6% | +77.9% | -128.5% | -83.9% |
| All | -50.6% | +75.0% | -125.6% | -83.9% |
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