-29.4%
AFRM vs RIO
+65.2%
-94.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -2.3% |
| 7D | -7.5% | +4.4% | -12.0% | -10.2% |
| 30D | -15.7% | -8.9% | -6.8% | -10.2% |
| 3M | -9.6% | -12.7% | +3.1% | -1.3% |
| 6M | +6.3% | -16.2% | +22.5% | +18.7% |
| YTD | -8.6% | +13.4% | -22.0% | -19.6% |
| 1Y | -7.6% | +30.9% | -38.5% | -26.9% |
| 3Y | +173.7% | +60.2% | +113.5% | +80.9% |
| 5Y | -56.9% | +98.9% | -155.8% | -74.2% |
| All | -29.4% | +65.2% | -94.6% | -55.8% |
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