+184.6%
AFRM vs RIO
+51.7%
+132.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -4.4% | -0.9% | -3.5% | -3.9% |
| 30D | -7.7% | -9.1% | +1.4% | -2.8% |
| 3M | -16.9% | -13.7% | -3.2% | -10.1% |
| 6M | +2.5% | -24.3% | +26.8% | +18.6% |
| YTD | -12.5% | +8.9% | -21.4% | -20.1% |
| 1Y | -11.0% | +22.7% | -33.7% | -25.0% |
| 3Y | +184.6% | +51.2% | +133.4% | +104.8% |
| All | +184.6% | +51.7% | +132.9% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling