+1,033.3%
DELL vs AFRM
-27.6%
+1,060.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | -0.3% |
| 7D | +17.1% | -5.5% | +22.6% | +18.0% |
| 30D | -35.1% | -15.5% | -19.6% | -33.6% |
| 3M | -23.3% | -10.3% | -13.0% | -22.3% |
| 6M | +55.8% | +0.6% | +55.2% | +55.5% |
| YTD | +198.0% | -11.5% | +209.5% | +199.7% |
| 1Y | +166.6% | -16.6% | +183.2% | +169.6% |
| 3Y | +427.6% | +193.5% | +234.1% | +346.9% |
| 5Y | +630.6% | -55.8% | +686.4% | +514.1% |
| All | +1,033.3% | -27.6% | +1,060.9% | +825.1% |
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