-16.6%
AFRM vs RCAT
-54.8%
+38.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.3% | +5.3% | -1.4% |
| 7D | -5.5% | +15.6% | -21.0% | -8.6% |
| 30D | -15.5% | -24.1% | +8.6% | -11.5% |
| 3M | -10.3% | -61.9% | +51.6% | +6.5% |
| 6M | +0.6% | -64.3% | +65.0% | +18.5% |
| YTD | -11.5% | -50.4% | +38.8% | -7.3% |
| 1Y | -16.6% | -54.0% | +37.4% | -12.1% |
| All | -16.6% | -54.8% | +38.2% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling