-31.6%
AFRM vs DTE
+65.3%
-96.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.5% | -3.3% |
| 7D | -8.4% | +3.5% | -11.9% | -10.1% |
| 30D | -18.3% | +9.5% | -27.8% | -22.4% |
| 3M | -12.7% | +2.5% | -15.2% | -14.1% |
| 6M | +3.0% | +0.6% | +2.5% | +1.9% |
| YTD | -11.4% | +10.5% | -21.9% | -18.7% |
| 1Y | -13.3% | +3.3% | -16.7% | -16.6% |
| 3Y | +194.0% | +56.3% | +137.7% | +110.4% |
| 5Y | -50.6% | +44.9% | -95.6% | -60.0% |
| All | -31.6% | +65.3% | -96.9% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling