+1,527.9%
DELL vs AFRM
-20.7%
+1,548.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.9% |
| 7D | +25.6% | +3.1% | +22.6% | +25.2% |
| 30D | +17.7% | -4.2% | +21.9% | +18.2% |
| 3M | +33.4% | +10.1% | +23.3% | +31.7% |
| 6M | +266.2% | +39.4% | +226.8% | +249.7% |
| YTD | +328.0% | -3.2% | +331.2% | +325.7% |
| 1Y | +339.6% | -16.1% | +355.6% | +342.2% |
| 3Y | +694.6% | +220.8% | +473.8% | +560.5% |
| 5Y | +1,122.0% | -17.7% | +1,139.7% | +891.9% |
| All | +1,527.9% | -20.7% | +1,548.6% | +1,214.0% |
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