-100.0%
DFNS vs AFRM
-28.4%
-71.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.5% |
| 7D | -6.0% | -4.4% | -1.6% | -6.1% |
| 30D | -71.2% | -7.7% | -63.5% | -71.2% |
| 3M | -94.5% | -16.9% | -77.7% | -94.5% |
| 6M | -96.5% | +2.5% | -99.0% | -96.5% |
| YTD | -99.6% | -12.5% | -87.1% | -99.6% |
| 1Y | -99.7% | -11.0% | -88.7% | -99.7% |
| 3Y | -100.0% | +184.6% | -284.5% | -100.0% |
| 5Y | -100.0% | -56.3% | -43.7% | -100.0% |
| All | -100.0% | -28.4% | -71.6% | -100.0% |
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