+71.3%
DDOG vs AFRM
-25.2%
+96.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -16.9% | -7.5% | -9.3% | -15.4% |
| 30D | -38.8% | -15.7% | -23.1% | -36.2% |
| 3M | -23.2% | -9.6% | -13.6% | -22.1% |
| 6M | -10.3% | +6.3% | -16.5% | -13.2% |
| YTD | +32.1% | -8.6% | +40.7% | +31.9% |
| 1Y | -6.1% | -7.6% | +1.5% | -6.9% |
| 3Y | +79.2% | +173.7% | -94.4% | +12.9% |
| 5Y | -8.6% | -56.9% | +48.3% | -34.5% |
| All | +71.3% | -25.2% | +96.5% | +11.5% |
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