-32.4%
AFRM vs RCAT
+52.0%
-84.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.6% |
| 7D | -4.4% | -5.9% | +1.5% | -3.7% |
| 30D | -7.7% | -19.7% | +12.0% | -5.5% |
| 3M | -16.9% | -62.9% | +46.0% | -6.0% |
| 6M | +2.5% | -59.6% | +62.1% | +13.1% |
| YTD | -12.5% | -52.1% | +39.6% | -7.8% |
| 1Y | -11.0% | -50.9% | +39.9% | -7.1% |
| 3Y | +184.6% | +333.8% | -149.2% | +108.7% |
| 5Y | -56.3% | +40.7% | -97.0% | -65.8% |
| All | -32.4% | +52.0% | -84.4% | -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