-39.5%
DT vs AFRM
-55.6%
+16.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.2% |
| 7D | +2.7% | -5.5% | +8.2% | +4.0% |
| 30D | -30.4% | -15.5% | -14.9% | -27.8% |
| 3M | -9.4% | -10.3% | +0.9% | -7.8% |
| 6M | +14.5% | +0.6% | +13.9% | +12.9% |
| YTD | +3.6% | -11.5% | +15.1% | +4.1% |
| 1Y | -3.4% | -16.6% | +13.2% | -2.1% |
| 3Y | -11.1% | +193.5% | -204.6% | -42.5% |
| 5Y | -39.5% | -55.8% | +16.4% | -39.3% |
| All | -39.5% | -55.6% | +16.1% | -39.3% |
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