-29.3%
AFRM vs RRX
+26.0%
-55.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.5% | -2.9% | -3.5% |
| 7D | -8.0% | -0.7% | -7.3% | -7.5% |
| 30D | -9.8% | -8.0% | -1.8% | -4.1% |
| 3M | +4.7% | -25.1% | +29.7% | +24.9% |
| 6M | +34.1% | -18.3% | +52.4% | +42.0% |
| YTD | -8.4% | +14.2% | -22.6% | -32.3% |
| 1Y | -22.9% | +13.0% | -36.0% | -43.9% |
| 3Y | +203.3% | +4.2% | +199.1% | +129.5% |
| 5Y | -26.0% | +17.9% | -43.8% | -46.6% |
| All | -29.3% | +26.0% | -55.3% | -48.0% |
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