-99.9%
DFNS vs AFRM
-20.4%
-79.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.5% |
| 7D | -16.0% | -7.0% | -9.0% | -16.1% |
| 30D | -77.7% | -7.8% | -69.9% | -77.7% |
| 3M | -77.2% | +5.3% | -82.5% | -77.2% |
| 6M | -95.2% | +42.6% | -137.8% | -95.1% |
| YTD | -98.0% | -2.8% | -95.2% | -98.0% |
| 1Y | -98.3% | -19.3% | -79.0% | -98.3% |
| 3Y | -99.9% | +231.0% | -330.8% | -99.9% |
| 5Y | -99.9% | -22.2% | -77.6% | -99.9% |
| All | -99.9% | -20.4% | -79.5% | -99.9% |
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