+146.9%
DE vs AFRM
-25.2%
+172.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +3.5% | -7.5% | +11.1% | +4.1% |
| 30D | +11.3% | -15.7% | +27.0% | +12.5% |
| 3M | +11.6% | -9.6% | +21.2% | +12.0% |
| 6M | +20.9% | +6.3% | +14.6% | +19.7% |
| YTD | +49.7% | -8.6% | +58.3% | +49.0% |
| 1Y | +49.5% | -7.6% | +57.1% | +48.4% |
| 3Y | +94.7% | +173.7% | -79.0% | +73.6% |
| 5Y | +107.4% | -56.9% | +164.2% | +83.7% |
| All | +146.9% | -25.2% | +172.1% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling