-29.4%
AFRM vs RRC
+459.5%
-488.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -7.5% | -10.3% | +2.8% | -3.6% |
| 30D | -15.7% | +19.5% | -35.2% | -22.3% |
| 3M | -9.6% | +27.9% | -37.5% | -19.2% |
| 6M | +6.3% | +21.2% | -14.9% | -3.9% |
| YTD | -8.6% | +39.6% | -48.2% | -23.8% |
| 1Y | -7.6% | +31.3% | -38.9% | -21.3% |
| 3Y | +173.7% | +51.9% | +121.7% | +117.9% |
| 5Y | -56.9% | +110.2% | -167.0% | -68.7% |
| All | -29.4% | +459.5% | -488.9% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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