-10.6%
DXCM vs AFRM
-25.2%
+14.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -4.4% | -7.5% | +3.2% | -3.3% |
| 30D | -3.6% | -15.7% | +12.1% | -1.4% |
| 3M | -4.3% | -9.6% | +5.3% | -3.4% |
| 6M | +33.8% | +6.3% | +27.5% | +31.5% |
| YTD | +22.1% | -8.6% | +30.7% | +21.6% |
| 1Y | +47.4% | -7.6% | +55.0% | +46.2% |
| 3Y | -12.3% | +173.7% | -185.9% | -30.3% |
| 5Y | -49.1% | -56.9% | +7.8% | -57.6% |
| All | -10.6% | -25.2% | +14.6% | -27.8% |
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