-20.9%
AFRM vs RL
+238.1%
-259.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.7% | -4.7% |
| 7D | -7.0% | -0.8% | -6.2% | -6.3% |
| 30D | -7.8% | -7.8% | 0.0% | -0.7% |
| 3M | +5.3% | -4.0% | +9.3% | +7.8% |
| 6M | +42.6% | -1.9% | +44.5% | +36.9% |
| YTD | -2.8% | -0.2% | -2.6% | -9.0% |
| 1Y | -19.3% | +10.7% | -30.0% | -33.4% |
| 3Y | +231.0% | +210.8% | +20.2% | -30.9% |
| All | -20.9% | +238.1% | -259.0% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling