+47.3%
DLR vs AFRM
+203.8%
-156.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | 0.0% |
| 7D | -3.6% | -7.3% | +3.7% | -2.9% |
| 30D | -3.5% | -9.6% | +6.1% | -2.6% |
| 3M | -8.9% | -11.1% | +2.1% | -8.1% |
| 6M | -11.6% | +3.9% | -15.4% | -12.5% |
| YTD | +14.9% | -8.5% | +23.4% | +14.5% |
| 1Y | +6.4% | +3.3% | +3.2% | +4.4% |
| 3Y | +47.3% | +213.7% | -166.5% | +30.3% |
| All | +47.3% | +203.8% | -156.5% | +30.3% |
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 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