-16.6%
AFRM vs DVA
+42.7%
-59.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.1% | +2.2% | -3.2% |
| 7D | -5.5% | -10.7% | +5.2% | -6.0% |
| 30D | -15.5% | -4.4% | -11.1% | -15.6% |
| 3M | -10.3% | -4.1% | -6.2% | -10.3% |
| 6M | +0.6% | -13.2% | +13.8% | -0.1% |
| YTD | -11.5% | +53.2% | -64.8% | -9.3% |
| 1Y | -16.6% | +40.8% | -57.4% | -11.6% |
| All | -16.6% | +42.7% | -59.3% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling