+173.8%
DAL vs AFRM
+203.8%
-29.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.7% |
| 7D | +8.8% | -7.3% | +16.1% | +10.7% |
| 30D | +5.4% | -9.6% | +15.0% | +7.7% |
| 3M | -4.9% | -11.1% | +6.1% | -2.8% |
| 6M | +19.8% | +3.9% | +16.0% | +17.8% |
| YTD | +27.0% | -8.5% | +35.5% | +26.8% |
| 1Y | +52.5% | +3.3% | +49.2% | +47.7% |
| 3Y | +173.8% | +213.7% | -39.9% | +128.9% |
| All | +173.8% | +203.8% | -29.9% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling