+213.7%
AFRM vs RL
+240.1%
-26.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -1.2% |
| 7D | -7.3% | -4.2% | -3.1% | -4.2% |
| 30D | -9.6% | +4.3% | -13.8% | -12.0% |
| 3M | -11.1% | -4.6% | -6.5% | -8.0% |
| 6M | +3.9% | +1.7% | +2.1% | +0.7% |
| YTD | -8.5% | +7.3% | -15.8% | -16.0% |
| 1Y | +3.3% | +20.8% | -17.5% | -14.2% |
| 3Y | +213.7% | +247.0% | -33.2% | -9.4% |
| All | +213.7% | +240.1% | -26.3% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling