-54.7%
DKNG vs AFRM
-21.4%
-33.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.1% | -0.7% | +2.8% |
| 7D | +3.0% | -1.3% | +4.3% | +3.4% |
| 30D | -3.0% | -2.7% | -0.3% | -2.3% |
| 3M | -17.6% | +7.4% | -25.0% | -20.1% |
| 6M | -3.2% | +40.7% | -43.9% | -15.0% |
| YTD | -28.2% | -4.0% | -24.2% | -29.8% |
| 1Y | -46.1% | -12.2% | -33.8% | -46.6% |
| 3Y | -22.2% | +203.1% | -225.3% | -56.8% |
| 5Y | -60.4% | -42.2% | -18.1% | -75.6% |
| All | -54.7% | -21.4% | -33.3% | -74.4% |
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