+0.7%
DT vs AFRM
-25.2%
+25.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -20.2% | -7.5% | -12.7% | -18.9% |
| 30D | -30.8% | -15.7% | -15.1% | -28.4% |
| 3M | -10.2% | -9.6% | -0.6% | -8.9% |
| 6M | +8.0% | +6.3% | +1.8% | +5.5% |
| YTD | +1.5% | -8.6% | +10.1% | +1.3% |
| 1Y | -6.9% | -7.6% | +0.7% | -7.7% |
| 3Y | -10.9% | +173.7% | -184.6% | -37.9% |
| 5Y | -42.2% | -56.9% | +14.7% | -55.0% |
| All | +0.7% | -25.2% | +25.8% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling