-32.4%
AFRM vs ROIV
+283.0%
-315.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.7% |
| 7D | -4.4% | +1.7% | -6.1% | -5.0% |
| 30D | -7.7% | +17.6% | -25.2% | -12.7% |
| 3M | -16.9% | +9.0% | -25.8% | -20.4% |
| 6M | +2.5% | +35.3% | -32.8% | -9.5% |
| YTD | -12.5% | +82.2% | -94.7% | -31.4% |
| 1Y | -11.0% | +92.3% | -103.3% | -31.7% |
| 3Y | +184.6% | +336.8% | -152.2% | +63.4% |
| 5Y | -56.3% | +370.6% | -426.9% | -82.8% |
| All | -32.4% | +283.0% | -315.5% | -72.6% |
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