+213.7%
AFRM vs ROP
-3.8%
+217.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -0.4% |
| 7D | -7.3% | +2.1% | -9.4% | -8.5% |
| 30D | -9.6% | +32.9% | -42.5% | -25.8% |
| 3M | -11.1% | +20.0% | -31.1% | -21.6% |
| 6M | +3.9% | +36.4% | -32.6% | -18.5% |
| YTD | -8.5% | +7.8% | -16.3% | -10.2% |
| 1Y | +3.3% | +8.0% | -4.7% | +1.4% |
| 3Y | +213.7% | -3.5% | +217.2% | +344.7% |
| All | +213.7% | -3.8% | +217.5% | +344.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling