-27.7%
AFRM vs RCAT
+36.2%
-63.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -14.9% | +7.0% | -5.8% |
| 7D | -6.9% | -32.6% | +25.7% | -2.1% |
| 30D | -7.0% | -46.3% | +39.3% | +0.9% |
| 3M | -11.2% | -60.7% | +49.5% | 0.0% |
| 6M | +4.3% | -67.4% | +71.6% | +18.7% |
| YTD | -6.4% | -57.1% | +50.7% | +0.5% |
| 1Y | -2.6% | -63.8% | +61.2% | +6.2% |
| 3Y | +210.6% | +268.1% | -57.5% | +133.1% |
| 5Y | -57.6% | +25.2% | -82.8% | -66.2% |
| All | -27.7% | +36.2% | -63.9% | -45.5% |
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