+142.6%
DE vs AFRM
-20.7%
+163.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.8% |
| 7D | +0.7% | +3.1% | -2.4% | +0.5% |
| 30D | +9.6% | -4.2% | +13.9% | +9.8% |
| 3M | +19.0% | +10.1% | +8.9% | +17.9% |
| 6M | +16.1% | +39.4% | -23.4% | +12.8% |
| YTD | +47.0% | -3.2% | +50.2% | +46.1% |
| 1Y | +43.1% | -16.1% | +59.2% | +43.1% |
| 3Y | +77.5% | +220.8% | -143.3% | +56.5% |
| 5Y | +96.4% | -17.7% | +114.0% | +71.1% |
| All | +142.6% | -20.7% | +163.3% | +113.5% |
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