+114.8%
AFRM vs RBRK
+130.3%
-15.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -8.5% | -3.5% | -5.0% | -7.2% |
| 30D | -11.4% | -8.3% | -3.1% | -9.2% |
| 3M | +8.2% | +24.7% | -16.4% | -3.4% |
| 6M | +36.6% | +58.9% | -22.3% | +8.3% |
| YTD | -8.7% | +16.3% | -24.9% | -18.3% |
| 1Y | -19.9% | +10.1% | -30.0% | -27.9% |
| All | +114.8% | +130.3% | -15.5% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling