+38.4%
DUK vs AFRM
-21.5%
+59.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -1.0% |
| 7D | 0.0% | -7.0% | +6.9% | 0.0% |
| 30D | -1.7% | -7.8% | +6.1% | -1.6% |
| 3M | -0.4% | +5.3% | -5.8% | -0.5% |
| 6M | -7.2% | +42.6% | -49.9% | -7.6% |
| YTD | +5.3% | -2.8% | +8.0% | +5.2% |
| 1Y | +3.0% | -19.3% | +22.3% | +3.1% |
| 3Y | +53.1% | +231.0% | -177.9% | +47.8% |
| All | +38.4% | -21.5% | +59.8% | +30.2% |
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 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