-24.9%
AFRM vs RCAT
+234.8%
-259.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.4% |
| 7D | -7.0% | -1.4% | -5.5% | -6.8% |
| 30D | -7.8% | -3.3% | -4.5% | -7.6% |
| 3M | +5.3% | -43.2% | +48.5% | +12.3% |
| 6M | +42.6% | -43.2% | +85.8% | +49.6% |
| YTD | -2.8% | +5.5% | -8.3% | -7.1% |
| 1Y | -19.3% | -1.6% | -17.7% | -23.9% |
| 3Y | +231.0% | +773.7% | -542.7% | +121.6% |
| 5Y | -22.2% | +187.6% | -209.9% | -44.9% |
| All | -24.9% | +234.8% | -259.7% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling