-20.9%
AFRM vs DVA
+40.3%
-61.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.0% |
| 7D | -7.0% | +1.8% | -8.8% | -7.4% |
| 30D | -7.8% | -2.5% | -5.3% | -7.2% |
| 3M | +5.3% | -4.3% | +9.6% | +5.3% |
| 6M | +42.6% | +18.9% | +23.8% | +30.3% |
| YTD | -2.8% | +61.9% | -64.7% | -22.8% |
| 1Y | -19.3% | +35.7% | -55.0% | -31.0% |
| 3Y | +231.0% | +78.6% | +152.3% | +140.2% |
| All | -20.9% | +40.3% | -61.2% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling