-24.9%
AFRM vs DRI
+104.8%
-129.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.1% |
| 7D | -7.0% | +0.6% | -7.5% | -7.4% |
| 30D | -7.8% | +3.8% | -11.6% | -11.9% |
| 3M | +5.3% | +13.0% | -7.7% | -8.9% |
| 6M | +42.6% | +8.3% | +34.3% | +27.9% |
| YTD | -2.8% | +20.6% | -23.4% | -23.8% |
| 1Y | -19.3% | +6.5% | -25.8% | -28.4% |
| 3Y | +231.0% | +53.7% | +177.3% | +84.9% |
| 5Y | -22.2% | +72.7% | -94.9% | -62.2% |
| All | -24.9% | +104.8% | -129.7% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling