+139.9%
DE vs AFRM
-25.1%
+165.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.4% |
| 7D | -0.6% | -7.3% | +6.7% | -0.1% |
| 30D | +2.3% | -9.6% | +11.8% | +2.8% |
| 3M | +9.5% | -11.1% | +20.6% | +10.0% |
| 6M | +14.1% | +3.9% | +10.2% | +13.1% |
| YTD | +45.4% | -8.5% | +53.9% | +44.7% |
| 1Y | +42.9% | +3.3% | +39.6% | +40.7% |
| 3Y | +84.8% | +213.7% | -128.9% | +63.4% |
| 5Y | +101.8% | -58.5% | +160.3% | +78.9% |
| All | +139.9% | -25.1% | +165.0% | +111.5% |
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 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