-29.4%
AFRM vs RL
+289.8%
-319.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -5.6% |
| 7D | -7.5% | +0.2% | -7.8% | -7.9% |
| 30D | -15.7% | +7.3% | -23.0% | -21.3% |
| 3M | -9.6% | +1.0% | -10.6% | -11.0% |
| 6M | +6.3% | +11.8% | -5.5% | -7.8% |
| YTD | -8.6% | +13.6% | -22.2% | -23.6% |
| 1Y | -7.6% | +24.0% | -31.6% | -29.8% |
| 3Y | +173.7% | +256.6% | -82.9% | -38.7% |
| 5Y | -56.9% | +240.2% | -297.1% | -90.4% |
| All | -29.4% | +289.8% | -319.2% | -85.5% |
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