-31.6%
AFRM vs RCAT
+68.4%
-100.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.4% | +3.4% | -2.2% |
| 7D | -8.4% | -5.6% | -2.8% | -8.2% |
| 30D | -18.3% | -27.0% | +8.8% | -15.2% |
| 3M | -12.7% | -57.9% | +45.2% | -2.9% |
| 6M | +3.0% | -59.4% | +62.4% | +13.5% |
| YTD | -11.4% | -46.9% | +35.5% | -7.9% |
| 1Y | -13.3% | -54.0% | +40.7% | -8.9% |
| 3Y | +194.0% | +378.4% | -184.4% | +112.8% |
| 5Y | -50.6% | +61.9% | -112.5% | -62.0% |
| All | -31.6% | +68.4% | -100.0% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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