-22.9%
AFRM vs RRX
+12.4%
-35.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.5% | -2.9% | -4.9% |
| 7D | -8.0% | -0.7% | -7.3% | -7.8% |
| 30D | -9.8% | -8.0% | -1.8% | -8.2% |
| 3M | +4.7% | -25.1% | +29.7% | +10.1% |
| 6M | +34.1% | -18.3% | +52.4% | +35.4% |
| YTD | -8.4% | +14.2% | -22.6% | -18.7% |
| 1Y | -22.9% | +13.0% | -36.0% | -31.6% |
| All | -22.9% | +12.4% | -35.4% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling