+37.3%
DLR vs AFRM
-54.2%
+91.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.2% |
| 7D | -2.0% | -10.3% | +8.2% | -0.8% |
| 30D | +0.5% | -13.7% | +14.3% | +2.2% |
| 3M | -4.4% | -11.6% | +7.1% | -3.4% |
| 6M | -6.4% | +2.1% | -8.5% | -7.4% |
| YTD | +19.5% | -8.9% | +28.3% | +18.9% |
| 1Y | +10.5% | -9.7% | +20.2% | +9.8% |
| 3Y | +54.0% | +202.5% | -148.4% | +24.1% |
| All | +37.3% | -54.2% | +91.5% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling