-29.3%
AFRM vs RCAT
+61.6%
-90.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +18.6% | -20.9% | -4.7% |
| 7D | -7.3% | -12.7% | +5.4% | -6.0% |
| 30D | -9.6% | -34.3% | +24.7% | -4.8% |
| 3M | -11.1% | -53.4% | +42.3% | -2.4% |
| 6M | +3.9% | -62.0% | +65.8% | +15.5% |
| YTD | -8.5% | -49.1% | +40.6% | -4.3% |
| 1Y | +3.3% | -53.1% | +56.4% | +8.5% |
| 3Y | +213.7% | +318.7% | -104.9% | +130.6% |
| 5Y | -58.5% | +48.5% | -107.1% | -67.8% |
| All | -29.3% | +61.6% | -90.9% | -48.0% |
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