+89.4%
DIA vs AFRM
-20.4%
+109.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.3% |
| 7D | -0.2% | -7.0% | +6.8% | +0.3% |
| 30D | -1.5% | -7.8% | +6.3% | -1.0% |
| 3M | +3.8% | +5.3% | -1.6% | +3.2% |
| 6M | +10.3% | +42.6% | -32.4% | +7.0% |
| YTD | +12.1% | -2.8% | +14.9% | +11.5% |
| 1Y | +18.6% | -19.3% | +37.9% | +19.1% |
| 3Y | +60.6% | +231.0% | -170.3% | +41.8% |
| 5Y | +64.4% | -22.2% | +86.7% | +43.7% |
| All | +89.4% | -20.4% | +109.8% | +65.0% |
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 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