+82.1%
DIA vs AFRM
-25.1%
+107.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | -0.9% | -7.3% | +6.3% | -0.4% |
| 30D | +0.3% | -9.6% | +9.8% | +0.9% |
| 3M | -4.5% | -11.1% | +6.6% | -3.9% |
| 6M | +3.4% | +3.9% | -0.5% | +2.6% |
| YTD | +7.8% | -8.5% | +16.3% | +7.5% |
| 1Y | +10.7% | +3.3% | +7.5% | +9.3% |
| 3Y | +57.5% | +213.7% | -156.2% | +40.0% |
| 5Y | +53.7% | -58.5% | +112.3% | +35.5% |
| All | +82.1% | -25.1% | +107.2% | +59.1% |
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