-3.0%
DXCM vs AFRM
-20.4%
+17.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.7% |
| 7D | -3.2% | -7.0% | +3.7% | -2.3% |
| 30D | +6.3% | -7.8% | +14.1% | +7.3% |
| 3M | +21.1% | +5.3% | +15.8% | +19.6% |
| 6M | +20.6% | +42.6% | -22.1% | +13.8% |
| YTD | +32.4% | -2.8% | +35.2% | +31.0% |
| 1Y | +8.8% | -19.3% | +28.1% | +9.5% |
| 3Y | -13.7% | +231.0% | -244.7% | -33.8% |
| 5Y | -35.2% | -22.2% | -12.9% | -47.7% |
| All | -3.0% | -20.4% | +17.4% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling