-9.3%
DASH vs AFRM
-25.1%
+15.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | +0.4% | -7.3% | +7.7% | +3.0% |
| 30D | -6.0% | -9.6% | +3.5% | -2.9% |
| 3M | -15.8% | -11.1% | -4.7% | -12.9% |
| 6M | +7.0% | +3.9% | +3.1% | +4.8% |
| YTD | -20.7% | -8.5% | -12.2% | -19.8% |
| 1Y | -8.5% | +3.3% | -11.8% | -11.7% |
| 3Y | +101.8% | +213.7% | -111.9% | +13.5% |
| 5Y | -9.6% | -58.5% | +49.0% | -34.2% |
| All | -9.3% | -25.1% | +15.8% | -44.1% |
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