+55.3%
DLR vs AFRM
+204.9%
-149.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.2% |
| 7D | -2.0% | -10.3% | +8.2% | -0.9% |
| 30D | +0.5% | -13.7% | +14.3% | +2.0% |
| 3M | -4.4% | -11.6% | +7.1% | -3.5% |
| 6M | -6.4% | +2.1% | -8.5% | -7.3% |
| YTD | +19.5% | -8.9% | +28.3% | +19.1% |
| 1Y | +10.5% | -9.7% | +20.2% | +10.0% |
| All | +55.3% | +204.9% | -149.6% | +31.0% |
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 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