-8.1%
DT vs AFRM
+203.8%
-211.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -24.7% | -7.3% | -17.4% | -23.7% |
| 30D | -27.4% | -9.6% | -17.8% | -26.3% |
| 3M | -11.1% | -11.1% | -0.1% | -9.8% |
| 6M | +13.7% | +3.9% | +9.8% | +12.3% |
| YTD | +0.2% | -8.5% | +8.7% | 0.0% |
| 1Y | -5.7% | +3.3% | -8.9% | -7.8% |
| 3Y | -8.1% | +213.7% | -221.8% | -16.7% |
| All | -8.1% | +203.8% | -211.9% | -16.7% |
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