-29.6%
AFRM vs RRX
+44.6%
-74.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.3% | +1.7% |
| 7D | -10.3% | +5.4% | -15.6% | -14.0% |
| 30D | -13.7% | +12.0% | -25.7% | -22.2% |
| 3M | -11.6% | +6.1% | -17.7% | -17.5% |
| 6M | +2.1% | -13.2% | +15.3% | +5.9% |
| YTD | -8.9% | +31.0% | -39.8% | -40.7% |
| 1Y | -9.7% | +38.8% | -48.5% | -45.0% |
| 3Y | +202.5% | +70.3% | +132.2% | +36.9% |
| 5Y | -55.3% | +15.5% | -70.8% | -70.8% |
| All | -29.6% | +44.6% | -74.2% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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