+145.6%
DE vs AFRM
-27.4%
+173.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.3% |
| 7D | +3.3% | -8.4% | +11.6% | +3.8% |
| 30D | +10.7% | -18.3% | +29.0% | +12.1% |
| 3M | +13.1% | -12.7% | +25.8% | +13.8% |
| 6M | +20.2% | +3.0% | +17.2% | +19.3% |
| YTD | +48.9% | -11.4% | +60.3% | +48.5% |
| 1Y | +46.6% | -13.3% | +59.9% | +46.2% |
| 3Y | +91.4% | +194.0% | -102.6% | +70.1% |
| 5Y | +108.1% | -50.6% | +158.8% | +84.0% |
| All | +145.6% | -27.4% | +173.1% | +117.0% |
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