-54.5%
AFRM vs ROP
+2.3%
-56.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.1% |
| 7D | -10.3% | -2.9% | -7.3% | -7.1% |
| 30D | -13.7% | +30.1% | -43.8% | -37.9% |
| 3M | -11.6% | +19.9% | -31.4% | -29.9% |
| 6M | +2.1% | +46.0% | -43.9% | -40.7% |
| YTD | -8.9% | +8.4% | -17.2% | -19.5% |
| 1Y | -9.7% | +8.8% | -18.5% | -20.8% |
| 3Y | +202.5% | -5.6% | +208.1% | +213.4% |
| All | -54.5% | +2.3% | -56.8% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling