-100.0%
DFNS vs AFRM
+204.9%
-304.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.9% | +9.9% | +12.9% |
| 7D | -13.0% | -10.3% | -2.7% | -13.8% |
| 30D | -56.9% | -13.7% | -43.1% | -57.3% |
| 3M | -93.2% | -11.6% | -81.7% | -93.3% |
| 6M | -95.4% | +2.1% | -97.5% | -95.4% |
| YTD | -99.5% | -8.9% | -90.7% | -99.5% |
| 1Y | -99.6% | -9.7% | -89.9% | -99.7% |
| All | -100.0% | +204.9% | -304.9% | -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 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