-15.8%
AFRM vs RIO
+69.8%
-85.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | -7.0% | 0.0% | -6.9% | -6.9% |
| 30D | -7.8% | +4.0% | -11.8% | -9.2% |
| 3M | +5.3% | +0.1% | +5.2% | +5.1% |
| 6M | +42.6% | +12.7% | +29.9% | +34.4% |
| YTD | -2.8% | +35.6% | -38.4% | -16.0% |
| All | -15.8% | +69.8% | -85.5% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling