-29.4%
AFRM vs RRX
+43.1%
-72.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.9% | -7.0% | -5.2% |
| 7D | -7.5% | +12.3% | -19.9% | -16.7% |
| 30D | -15.7% | +9.5% | -25.2% | -22.7% |
| 3M | -9.6% | +1.8% | -11.4% | -13.1% |
| 6M | +6.3% | -15.3% | +21.6% | +12.3% |
| YTD | -8.6% | +29.6% | -38.2% | -40.0% |
| 1Y | -7.6% | +34.1% | -41.7% | -42.0% |
| 3Y | +173.7% | +74.0% | +99.6% | +19.9% |
| 5Y | -56.9% | +14.7% | -71.6% | -71.6% |
| All | -29.4% | +43.1% | -72.5% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling