+58.2%
DLR vs AFRM
+232.3%
-174.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.6% |
| 7D | +1.6% | -7.0% | +8.5% | +2.3% |
| 30D | -3.4% | -7.8% | +4.4% | -2.7% |
| 3M | +0.5% | +5.3% | -4.8% | -0.5% |
| 6M | +4.6% | +42.6% | -38.1% | -0.2% |
| YTD | +23.4% | -2.8% | +26.2% | +22.3% |
| 1Y | +19.0% | -19.3% | +38.3% | +19.8% |
| All | +58.2% | +232.3% | -174.1% | +23.5% |
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