-58.3%
AFRM vs RIO
+94.1%
-152.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.7% |
| 7D | -7.3% | +2.2% | -9.5% | -8.7% |
| 30D | -9.6% | -10.1% | +0.6% | -2.1% |
| 3M | -11.1% | -14.1% | +3.1% | -1.0% |
| 6M | +3.9% | -18.9% | +22.8% | +19.6% |
| YTD | -8.5% | +9.9% | -18.4% | -19.0% |
| 1Y | +3.3% | +27.0% | -23.7% | -18.9% |
| 3Y | +213.7% | +50.1% | +163.6% | +106.0% |
| All | -58.3% | +94.1% | -152.4% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling