-100.0%
DFNS vs AFRM
-55.1%
-44.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -3.1% | +15.9% | +12.7% |
| 7D | -37.0% | -8.4% | -28.6% | -37.1% |
| 30D | -63.4% | -18.3% | -45.1% | -63.6% |
| 3M | -94.1% | -12.7% | -81.4% | -94.1% |
| 6M | -96.3% | +3.0% | -99.3% | -96.3% |
| YTD | -99.6% | -11.4% | -88.2% | -99.6% |
| 1Y | -99.7% | -13.3% | -86.4% | -99.7% |
| 3Y | -100.0% | +194.0% | -294.0% | -100.0% |
| 5Y | -100.0% | -50.6% | -49.4% | -100.0% |
| All | -100.0% | -55.1% | -44.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling