+388.0%
DELL vs AFRM
+192.6%
+195.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.1% | -6.1% | -7.0% |
| 7D | +4.9% | -4.4% | +9.3% | +5.9% |
| 30D | -32.1% | -7.7% | -24.4% | -31.0% |
| 3M | -30.2% | -16.9% | -13.4% | -27.8% |
| 6M | +41.7% | +2.5% | +39.2% | +41.0% |
| YTD | +176.6% | -12.5% | +189.1% | +180.4% |
| 1Y | +159.9% | -11.0% | +171.0% | +161.9% |
| 3Y | +388.0% | +184.6% | +203.4% | +351.3% |
| All | +388.0% | +192.6% | +195.3% | +351.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling