+100.1%
DE vs AFRM
-21.5%
+121.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.1% |
| 7D | +10.0% | -7.0% | +17.0% | +10.5% |
| 30D | +13.3% | -7.8% | +21.1% | +13.8% |
| 3M | +17.5% | +5.3% | +12.2% | +16.7% |
| 6M | +13.6% | +42.6% | -29.1% | +9.9% |
| YTD | +49.8% | -2.8% | +52.6% | +48.7% |
| 1Y | +47.9% | -19.3% | +67.2% | +48.2% |
| 3Y | +72.5% | +231.0% | -158.4% | +49.8% |
| All | +100.1% | -21.5% | +121.5% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling