-20.9%
AFRM vs ROP
-13.6%
-7.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +0.9% | +1.8% |
| 7D | -7.0% | -4.4% | -2.5% | -1.6% |
| 30D | -7.8% | +3.2% | -11.0% | -11.4% |
| 3M | +5.3% | +23.1% | -17.7% | -22.5% |
| 6M | +42.6% | +13.3% | +29.3% | +16.2% |
| YTD | -2.8% | -7.9% | +5.1% | +5.6% |
| 1Y | -19.3% | -22.1% | +2.7% | +13.2% |
| 3Y | +231.0% | -16.8% | +247.8% | +294.6% |
| All | -20.9% | -13.6% | -7.4% | -21.4% |
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