+98.5%
DAL vs AFRM
+232.3%
-133.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.4% |
| 7D | +0.1% | -7.0% | +7.1% | +1.7% |
| 30D | -13.9% | -7.8% | -6.1% | -12.5% |
| 3M | +1.1% | +5.3% | -4.2% | -0.5% |
| 6M | +26.2% | +42.6% | -16.4% | +15.5% |
| YTD | +16.4% | -2.8% | +19.2% | +15.0% |
| 1Y | +33.9% | -19.3% | +53.2% | +36.1% |
| All | +98.5% | +232.3% | -133.9% | +45.8% |
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 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