+213.7%
AFRM vs DVA
+139.6%
+74.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.9% |
| 7D | -7.3% | +2.1% | -9.3% | -7.6% |
| 30D | -9.6% | +8.2% | -17.8% | -10.7% |
| 3M | -11.1% | +5.9% | -17.0% | -12.1% |
| 6M | +3.9% | -1.3% | +5.2% | +2.7% |
| YTD | -8.5% | +68.4% | -76.9% | -23.6% |
| 1Y | +3.3% | +57.5% | -54.2% | -11.4% |
| 3Y | +213.7% | +142.3% | +71.4% | +115.9% |
| All | +213.7% | +139.6% | +74.1% | +115.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling