+75.5%
DE vs AFRM
+235.6%
-160.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.1% |
| 7D | +10.0% | -7.0% | +17.0% | +10.6% |
| 30D | +13.3% | -7.8% | +21.1% | +13.9% |
| 3M | +17.5% | +5.3% | +12.2% | +16.6% |
| 6M | +13.6% | +42.6% | -29.1% | +9.2% |
| YTD | +49.8% | -2.8% | +52.6% | +48.6% |
| 1Y | +47.9% | -19.3% | +67.2% | +48.6% |
| All | +75.5% | +235.6% | -160.0% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling