-17.7%
AFRM vs DTE
+35.6%
-53.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.9% |
| 7D | +3.1% | +0.9% | +2.2% | +2.5% |
| 30D | -4.2% | -1.9% | -2.3% | -3.2% |
| 3M | +10.1% | -3.3% | +13.4% | +12.0% |
| 6M | +39.4% | -7.1% | +46.5% | +44.8% |
| YTD | -3.2% | +8.1% | -11.3% | -11.0% |
| 1Y | -16.1% | +5.3% | -21.3% | -21.3% |
| 3Y | +220.8% | +48.2% | +172.6% | +123.5% |
| 5Y | -17.7% | +33.2% | -50.9% | -32.8% |
| All | -17.7% | +35.6% | -53.3% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling