-25.2%
AFRM vs RIO
+98.5%
-123.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | +3.1% | +1.9% | +1.1% | +1.7% |
| 30D | -4.2% | +5.0% | -9.2% | -7.5% |
| 3M | +10.1% | +5.1% | +5.0% | +5.8% |
| 6M | +39.4% | +17.6% | +21.8% | +22.9% |
| YTD | -3.2% | +36.3% | -39.5% | -24.7% |
| 1Y | -16.1% | +71.2% | -87.3% | -45.2% |
| 3Y | +220.8% | +102.7% | +118.1% | +80.8% |
| 5Y | -17.7% | +99.6% | -117.2% | -53.3% |
| All | -25.2% | +98.5% | -123.7% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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