+75.6%
DUK vs AFRM
-25.4%
+100.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.1% |
| 7D | -0.6% | -10.3% | +9.6% | -0.6% |
| 30D | +9.4% | -13.7% | +23.1% | +9.5% |
| 3M | +5.4% | -11.6% | +17.0% | +5.5% |
| 6M | +4.9% | +2.1% | +2.8% | +4.8% |
| YTD | +12.7% | -8.9% | +21.6% | +12.7% |
| 1Y | +7.8% | -9.7% | +17.5% | +7.8% |
| 3Y | +63.3% | +202.5% | -139.1% | +59.1% |
| 5Y | +54.2% | -55.3% | +109.6% | +46.6% |
| All | +75.6% | -25.4% | +100.9% | +67.5% |
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