-16.6%
AFRM vs RJF
+3.4%
-20.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | -5.5% | +1.5% | -7.0% | -6.3% |
| 30D | -15.5% | +6.7% | -22.2% | -18.4% |
| 3M | -10.3% | -7.3% | -2.9% | -6.4% |
| 6M | +0.6% | +9.8% | -9.1% | -4.0% |
| YTD | -11.5% | +5.6% | -17.2% | -20.3% |
| 1Y | -16.6% | +2.3% | -18.9% | -21.4% |
| All | -16.6% | +3.4% | -20.0% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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