-10.2%
DXCM vs AFRM
-27.6%
+17.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.7% |
| 7D | -3.6% | -5.5% | +1.8% | -2.9% |
| 30D | -4.3% | -15.5% | +11.2% | -2.2% |
| 3M | -10.4% | -10.3% | -0.1% | -9.3% |
| 6M | +33.1% | +0.6% | +32.5% | +31.9% |
| YTD | +22.6% | -11.5% | +34.2% | +22.6% |
| 1Y | +36.5% | -16.6% | +53.1% | +37.3% |
| 3Y | -13.5% | +193.5% | -207.0% | -31.9% |
| 5Y | -49.6% | -55.8% | +6.2% | -58.0% |
| All | -10.2% | -27.6% | +17.4% | -27.2% |
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