+61.6%
DIA vs AFRM
+232.3%
-170.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.3% |
| 7D | -0.2% | -7.0% | +6.8% | +0.4% |
| 30D | -1.5% | -7.8% | +6.3% | -0.9% |
| 3M | +3.8% | +5.3% | -1.6% | +3.0% |
| 6M | +10.3% | +42.6% | -32.4% | +6.1% |
| YTD | +12.1% | -2.8% | +14.9% | +11.2% |
| 1Y | +18.6% | -19.3% | +37.9% | +19.1% |
| All | +61.6% | +232.3% | -170.8% | +40.3% |
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