-29.3%
AFRM vs ROIV
+276.7%
-306.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -4.3% |
| 7D | -7.3% | +5.3% | -12.6% | -9.0% |
| 30D | -9.6% | +11.9% | -21.4% | -13.0% |
| 3M | -11.1% | +10.7% | -21.8% | -15.3% |
| 6M | +3.9% | +34.9% | -31.0% | -8.2% |
| YTD | -8.5% | +79.2% | -87.7% | -27.8% |
| 1Y | +3.3% | +89.0% | -85.8% | -20.1% |
| 3Y | +213.7% | +337.3% | -123.6% | +79.6% |
| 5Y | -58.5% | +402.3% | -460.9% | -83.2% |
| All | -29.3% | +276.7% | -306.1% | -71.2% |
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