-17.7%
AFRM vs RRX
+19.7%
-37.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.8% |
| 7D | +3.1% | +4.3% | -1.2% | -0.3% |
| 30D | -4.2% | -8.0% | +3.8% | +2.1% |
| 3M | +10.1% | -22.0% | +32.1% | +28.0% |
| 6M | +39.4% | -11.9% | +51.3% | +37.3% |
| YTD | -3.2% | +17.1% | -20.3% | -31.9% |
| 1Y | -16.1% | +14.9% | -31.0% | -41.5% |
| 3Y | +220.8% | +6.9% | +213.9% | +129.5% |
| 5Y | -17.7% | +19.6% | -37.2% | -42.5% |
| All | -17.7% | +19.7% | -37.4% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling