+70.5%
DLR vs AFRM
-20.4%
+90.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.6% |
| 7D | +1.6% | -7.0% | +8.5% | +2.2% |
| 30D | -3.4% | -7.8% | +4.4% | -2.7% |
| 3M | +0.5% | +5.3% | -4.8% | -0.4% |
| 6M | +4.6% | +42.6% | -38.1% | +0.3% |
| YTD | +23.4% | -2.8% | +26.2% | +22.4% |
| 1Y | +19.0% | -19.3% | +38.3% | +19.5% |
| 3Y | +56.5% | +231.0% | -174.4% | +30.5% |
| 5Y | +33.3% | -22.2% | +55.6% | +9.1% |
| All | +70.5% | -20.4% | +90.9% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling