+7.4%
DASH vs AFRM
-23.1%
+30.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -3.8% |
| 7D | -10.6% | -7.0% | -3.6% | -8.5% |
| 30D | +2.2% | -7.8% | +10.0% | +4.5% |
| 3M | +32.3% | +5.3% | +27.0% | +29.4% |
| 6M | +19.1% | +42.6% | -23.5% | +5.1% |
| YTD | -6.5% | -2.8% | -3.7% | -7.3% |
| 1Y | -14.9% | -19.3% | +4.4% | -11.9% |
| 3Y | +151.9% | +231.0% | -79.0% | +32.4% |
| All | +7.4% | -23.1% | +30.5% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling