-29.6%
AFRM vs RL
+285.4%
-315.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +4.2% |
| 7D | -10.3% | -4.4% | -5.9% | -6.6% |
| 30D | -13.7% | +5.6% | -19.3% | -18.2% |
| 3M | -11.6% | -0.6% | -10.9% | -11.4% |
| 6M | +2.1% | +15.5% | -13.4% | -14.0% |
| YTD | -8.9% | +12.3% | -21.2% | -23.1% |
| 1Y | -9.7% | +19.3% | -29.0% | -28.7% |
| 3Y | +202.5% | +255.5% | -53.1% | -32.3% |
| 5Y | -55.3% | +247.1% | -302.4% | -90.0% |
| All | -29.6% | +285.4% | -315.0% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling