-20.9%
AFRM vs RIO
+93.6%
-114.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.9% |
| 7D | -7.0% | 0.0% | -6.9% | -6.9% |
| 30D | -7.8% | +4.0% | -11.8% | -10.6% |
| 3M | +5.3% | +0.1% | +5.2% | +4.8% |
| 6M | +42.6% | +12.7% | +29.9% | +28.2% |
| YTD | -2.8% | +35.6% | -38.4% | -26.0% |
| 1Y | -19.3% | +73.7% | -93.0% | -50.2% |
| 3Y | +231.0% | +93.3% | +137.7% | +80.9% |
| All | -20.9% | +93.6% | -114.5% | -52.1% |
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