-31.6%
AFRM vs ROIV
+299.1%
-330.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.3% | -3.5% |
| 7D | -8.4% | +14.3% | -22.7% | -12.5% |
| 30D | -18.3% | +16.2% | -34.5% | -22.5% |
| 3M | -12.7% | +15.1% | -27.8% | -18.0% |
| 6M | +3.0% | +44.2% | -41.2% | -10.9% |
| YTD | -11.4% | +89.8% | -101.2% | -31.4% |
| 1Y | -13.3% | +94.6% | -107.9% | -33.6% |
| 3Y | +194.0% | +367.5% | -173.5% | +65.1% |
| 5Y | -50.6% | +421.4% | -472.0% | -80.6% |
| All | -31.6% | +299.1% | -330.7% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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