+129.2%
DAL vs AFRM
-16.8%
+146.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.0% | +2.1% | +6.4% |
| 7D | +11.1% | +3.1% | +8.0% | +10.6% |
| 30D | +7.7% | +1.1% | +6.6% | +7.5% |
| 3M | -3.5% | -3.2% | -0.3% | -3.3% |
| 6M | +31.3% | +12.7% | +18.6% | +28.1% |
| YTD | +30.0% | +1.6% | +28.4% | +28.0% |
| 1Y | +62.1% | +5.9% | +56.2% | +58.1% |
| 3Y | +176.6% | +237.0% | -60.4% | +118.7% |
| 5Y | +126.2% | -55.1% | +181.3% | +73.6% |
| All | +129.2% | -16.8% | +146.0% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling