-31.6%
AFRM vs ROP
+14.7%
-46.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.7% |
| 7D | -8.4% | +0.2% | -8.6% | -8.5% |
| 30D | -18.3% | +30.3% | -48.6% | -39.8% |
| 3M | -12.7% | +17.8% | -30.5% | -28.1% |
| 6M | +3.0% | +38.9% | -35.9% | -33.4% |
| YTD | -11.4% | +7.6% | -19.0% | -20.7% |
| 1Y | -13.3% | +6.5% | -19.8% | -21.2% |
| 3Y | +194.0% | -6.3% | +200.3% | +211.3% |
| 5Y | -50.6% | +0.9% | -51.5% | -55.8% |
| All | -31.6% | +14.7% | -46.3% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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