+49.1%
DUK vs AFRM
+221.8%
-172.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +0.7% | +3.1% | -2.4% | +0.7% |
| 30D | -2.0% | -4.2% | +2.2% | -2.1% |
| 3M | +0.2% | +10.1% | -9.9% | +0.4% |
| 6M | -6.9% | +39.4% | -46.3% | -6.5% |
| YTD | +6.1% | -3.2% | +9.3% | +6.4% |
| 1Y | +4.4% | -16.1% | +20.5% | +4.7% |
| 3Y | +49.1% | +220.8% | -171.7% | +41.2% |
| All | +49.1% | +221.8% | -172.7% | +41.2% |
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 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