+64.2%
DUK vs AFRM
-25.0%
+89.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | -0.6% |
| 7D | -0.1% | -8.0% | +7.9% | -0.1% |
| 30D | +0.2% | -9.8% | +10.0% | +0.3% |
| 3M | -1.9% | +4.7% | -6.6% | -1.9% |
| 6M | -6.5% | +34.1% | -40.6% | -6.7% |
| YTD | +5.4% | -8.4% | +13.9% | +5.4% |
| 1Y | +3.6% | -22.9% | +26.5% | +3.7% |
| 3Y | +48.1% | +203.3% | -155.2% | +44.1% |
| 5Y | +39.6% | -26.0% | +65.5% | +33.6% |
| All | +64.2% | -25.0% | +89.2% | +56.7% |
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 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