-57.6%
AFRM vs ROIV
+369.5%
-427.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.2% | -3.6% | -6.2% |
| 7D | -6.9% | -2.4% | -4.5% | -6.0% |
| 30D | -7.0% | +3.1% | -10.0% | -8.1% |
| 3M | -11.2% | +5.8% | -17.1% | -14.6% |
| 6M | +4.3% | +29.3% | -25.0% | -7.9% |
| YTD | -6.4% | +68.8% | -75.2% | -27.0% |
| 1Y | -2.6% | +81.0% | -83.6% | -26.3% |
| 3Y | +210.6% | +294.6% | -84.0% | +69.4% |
| 5Y | -57.6% | +373.1% | -430.7% | -85.3% |
| All | -57.6% | +369.5% | -427.1% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling