-24.9%
AFRM vs DTE
+60.4%
-85.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.2% |
| 7D | -7.0% | +0.2% | -7.1% | -7.0% |
| 30D | -7.8% | -2.6% | -5.2% | -6.5% |
| 3M | +5.3% | -3.9% | +9.2% | +7.1% |
| 6M | +42.6% | -7.9% | +50.6% | +48.2% |
| YTD | -2.8% | +7.2% | -10.0% | -9.2% |
| 1Y | -19.3% | +3.1% | -22.4% | -22.6% |
| 3Y | +231.0% | +47.6% | +183.4% | +145.4% |
| 5Y | -22.2% | +32.7% | -55.0% | -37.0% |
| All | -24.9% | +60.4% | -85.3% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling