-12.3%
DXCM vs AFRM
+172.4%
-184.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -4.4% | -7.5% | +3.2% | -3.4% |
| 30D | -3.6% | -15.7% | +12.1% | -1.7% |
| 3M | -4.3% | -9.6% | +5.3% | -3.5% |
| 6M | +33.8% | +6.3% | +27.5% | +31.8% |
| YTD | +22.1% | -8.6% | +30.7% | +21.7% |
| 1Y | +47.4% | -7.6% | +55.0% | +46.3% |
| 3Y | -12.3% | +173.7% | -185.9% | -15.7% |
| All | -12.3% | +172.4% | -184.7% | -15.7% |
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