+213.7%
AFRM vs RRC
+36.3%
+177.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.2% |
| 7D | -7.3% | -10.8% | +3.5% | -3.4% |
| 30D | -9.6% | +22.3% | -31.9% | -17.3% |
| 3M | -11.1% | +26.6% | -37.7% | -20.3% |
| 6M | +3.9% | +18.9% | -15.1% | -5.0% |
| YTD | -8.5% | +39.2% | -47.7% | -25.9% |
| 1Y | +3.3% | +34.0% | -30.7% | -14.9% |
| 3Y | +213.7% | +42.0% | +171.7% | +151.0% |
| All | +213.7% | +36.3% | +177.5% | +151.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling