+18.8%
DT vs AFRM
-20.4%
+39.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.1% |
| 7D | -3.3% | -7.0% | +3.7% | -2.0% |
| 30D | +2.0% | -7.8% | +9.8% | +3.5% |
| 3M | +20.0% | +5.3% | +14.7% | +18.1% |
| 6M | +39.3% | +42.6% | -3.4% | +28.0% |
| YTD | +19.8% | -2.8% | +22.5% | +18.5% |
| 1Y | +4.3% | -19.3% | +23.6% | +6.1% |
| 3Y | +7.7% | +231.0% | -223.3% | -28.8% |
| 5Y | -26.8% | -22.2% | -4.6% | -46.6% |
| All | +18.8% | -20.4% | +39.3% | -15.2% |
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