+220.8%
AFRM vs RRX
+4.1%
+216.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +3.1% | +4.3% | -1.2% | +0.9% |
| 30D | -4.2% | -8.0% | +3.8% | -0.2% |
| 3M | +10.1% | -22.0% | +32.1% | +21.9% |
| 6M | +39.4% | -11.9% | +51.3% | +39.3% |
| YTD | -3.2% | +17.1% | -20.3% | -22.6% |
| 1Y | -16.1% | +14.9% | -31.0% | -33.0% |
| 3Y | +220.8% | +6.9% | +213.9% | +244.6% |
| All | +220.8% | +4.1% | +216.7% | +244.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling