-0.5%
DT vs AFRM
-25.1%
+24.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.1% |
| 7D | -24.7% | -7.3% | -17.4% | -23.5% |
| 30D | -27.4% | -9.6% | -17.8% | -25.9% |
| 3M | -11.1% | -11.1% | -0.1% | -9.5% |
| 6M | +13.7% | +3.9% | +9.8% | +11.6% |
| YTD | +0.2% | -8.5% | +8.7% | 0.0% |
| 1Y | -5.7% | +3.3% | -8.9% | -8.7% |
| 3Y | -8.1% | +213.7% | -221.8% | -38.1% |
| 5Y | -43.1% | -58.5% | +15.5% | -55.5% |
| All | -0.5% | -25.1% | +24.5% | -28.4% |
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