-38.3%
DIS vs AFRM
-20.4%
-17.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.4% |
| 7D | -2.6% | -7.0% | +4.4% | -1.7% |
| 30D | +3.5% | -7.8% | +11.3% | +4.5% |
| 3M | +6.8% | +5.3% | +1.5% | +5.6% |
| 6M | +3.0% | +42.6% | -39.7% | -2.6% |
| YTD | -6.7% | -2.8% | -3.9% | -7.6% |
| 1Y | -10.1% | -19.3% | +9.2% | -9.4% |
| 3Y | +33.0% | +231.0% | -197.9% | +4.5% |
| 5Y | -40.0% | -22.2% | -17.7% | -54.3% |
| All | -38.3% | -20.4% | -17.9% | -52.3% |
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 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