-29.3%
AFRM vs DVA
+47.8%
-77.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -5.9% |
| 7D | -8.0% | +2.0% | -10.0% | -8.6% |
| 30D | -9.8% | -0.4% | -9.4% | -9.8% |
| 3M | +4.7% | -7.7% | +12.3% | +5.8% |
| 6M | +34.1% | +20.0% | +14.2% | +22.3% |
| YTD | -8.4% | +61.1% | -69.5% | -26.8% |
| 1Y | -22.9% | +33.9% | -56.8% | -33.6% |
| 3Y | +203.3% | +91.5% | +111.8% | +116.1% |
| 5Y | -26.0% | +41.8% | -67.7% | -49.4% |
| All | -29.3% | +47.8% | -77.1% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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