+119.2%
DAL vs AFRM
-23.4%
+142.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.8% | +3.5% | -3.1% |
| 7D | +4.6% | -6.9% | +11.5% | +5.8% |
| 30D | +2.3% | -7.0% | +9.3% | +3.4% |
| 3M | -8.1% | -11.2% | +3.1% | -6.6% |
| 6M | +21.4% | +4.3% | +17.2% | +20.0% |
| YTD | +24.3% | -6.4% | +30.7% | +24.0% |
| 1Y | +47.4% | -2.6% | +50.0% | +45.6% |
| 3Y | +164.6% | +210.6% | -46.0% | +111.9% |
| 5Y | +100.2% | -57.6% | +157.8% | +55.7% |
| All | +119.2% | -23.4% | +142.6% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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