+235.9%
DVN vs AFRM
-25.0%
+260.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +1.7% |
| 7D | -0.1% | -8.0% | +7.9% | +0.6% |
| 30D | +8.0% | -9.8% | +17.8% | +8.7% |
| 3M | +11.9% | +4.7% | +7.3% | +10.8% |
| 6M | +10.6% | +34.1% | -23.5% | +6.4% |
| YTD | +35.4% | -8.4% | +43.8% | +34.4% |
| 1Y | +46.5% | -22.9% | +69.4% | +47.1% |
| 3Y | +3.0% | +203.3% | -200.3% | -14.1% |
| 5Y | +120.5% | -26.0% | +146.5% | +82.7% |
| All | +235.9% | -25.0% | +260.9% | +170.2% |
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 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