+140.6%
DE vs AFRM
-28.4%
+168.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +0.3% | -4.4% | +4.7% | +0.6% |
| 30D | +3.6% | -7.7% | +11.2% | +4.0% |
| 3M | +10.2% | -16.9% | +27.1% | +11.3% |
| 6M | +16.6% | +2.5% | +14.1% | +15.7% |
| YTD | +45.8% | -12.5% | +58.3% | +45.6% |
| 1Y | +43.9% | -11.0% | +54.9% | +43.3% |
| 3Y | +89.6% | +184.6% | -95.0% | +68.8% |
| 5Y | +100.3% | -56.3% | +156.6% | +77.8% |
| All | +140.6% | -28.4% | +168.9% | +112.8% |
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 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