+125.7%
AFRM vs RBRK
+124.5%
+1.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +6.1% |
| 7D | -1.3% | -7.5% | +6.2% | +1.8% |
| 30D | -2.7% | -10.4% | +7.8% | +0.5% |
| 3M | +7.4% | +21.3% | -13.8% | -3.1% |
| 6M | +40.7% | +50.6% | -10.0% | +13.9% |
| YTD | -4.0% | +13.3% | -17.3% | -13.3% |
| 1Y | -12.2% | +11.2% | -23.5% | -21.6% |
| All | +125.7% | +124.5% | +1.2% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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