+1,498.2%
DELL vs AFRM
-20.4%
+1,518.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.8% |
| 7D | +14.9% | -7.0% | +21.8% | +16.0% |
| 30D | +13.3% | -7.8% | +21.1% | +14.3% |
| 3M | +24.4% | +5.3% | +19.1% | +23.5% |
| 6M | +258.0% | +42.6% | +215.4% | +240.9% |
| YTD | +320.2% | -2.8% | +323.0% | +317.7% |
| 1Y | +319.1% | -19.3% | +338.4% | +323.5% |
| 3Y | +706.5% | +231.0% | +475.6% | +568.3% |
| 5Y | +1,071.9% | -22.2% | +1,094.2% | +853.7% |
| All | +1,498.2% | -20.4% | +1,518.6% | +1,189.5% |
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