-16.3%
DXCM vs AFRM
+203.8%
-220.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.8% | -5.7% |
| 7D | -3.5% | -7.3% | +3.8% | -2.6% |
| 30D | -5.8% | -9.6% | +3.8% | -4.7% |
| 3M | -4.3% | -11.1% | +6.7% | -3.3% |
| 6M | +31.6% | +3.9% | +27.7% | +30.0% |
| YTD | +19.6% | -8.5% | +28.1% | +19.2% |
| 1Y | +36.9% | +3.3% | +33.6% | +33.9% |
| 3Y | -16.3% | +213.7% | -230.0% | -20.4% |
| All | -16.3% | +203.8% | -220.1% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling