-29.4%
AFRM vs DTE
+58.4%
-87.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.5% |
| 7D | -8.5% | -2.0% | -6.5% | -7.4% |
| 30D | -11.4% | -2.4% | -9.0% | -10.2% |
| 3M | +8.2% | -7.3% | +15.5% | +12.8% |
| 6M | +36.6% | -7.6% | +44.2% | +41.6% |
| YTD | -8.7% | +5.8% | -14.5% | -14.0% |
| 1Y | -19.9% | +2.3% | -22.2% | -22.9% |
| 3Y | +202.6% | +45.0% | +157.6% | +126.7% |
| 5Y | -45.0% | +33.2% | -78.2% | -55.0% |
| All | -29.4% | +58.4% | -87.8% | -38.2% |
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