+86.1%
DIA vs AFRM
-25.2%
+111.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +0.8% | -7.5% | +8.3% | +1.3% |
| 30D | +1.4% | -15.7% | +17.1% | +2.6% |
| 3M | -2.7% | -9.6% | +6.9% | -2.2% |
| 6M | +6.2% | +6.3% | -0.1% | +5.3% |
| YTD | +10.1% | -8.6% | +18.7% | +9.8% |
| 1Y | +13.0% | -7.6% | +20.6% | +12.5% |
| 3Y | +61.9% | +173.7% | -111.8% | +45.1% |
| 5Y | +57.1% | -56.9% | +114.0% | +38.4% |
| All | +86.1% | -25.2% | +111.3% | +62.6% |
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