+229.9%
AFRM vs RL
+212.5%
+17.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.7% | -4.2% |
| 7D | -7.0% | -0.8% | -6.2% | -6.4% |
| 30D | -7.8% | -7.8% | 0.0% | -2.5% |
| 3M | +5.3% | -4.0% | +9.3% | +7.4% |
| 6M | +42.6% | -1.9% | +44.5% | +39.6% |
| YTD | -2.8% | -0.2% | -2.6% | -6.5% |
| 1Y | -19.3% | +10.7% | -30.0% | -29.5% |
| All | +229.9% | +212.5% | +17.5% | -16.0% |
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