-29.4%
AFRM vs RSG
+149.7%
-179.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -8.5% | -1.8% | -6.7% | -7.7% |
| 30D | -11.4% | +2.8% | -14.2% | -12.5% |
| 3M | +8.2% | +4.3% | +3.9% | +5.4% |
| 6M | +36.6% | -0.5% | +37.1% | +35.7% |
| YTD | -8.7% | +5.2% | -13.9% | -12.5% |
| 1Y | -19.9% | -2.1% | -17.8% | -20.2% |
| 3Y | +202.6% | +56.5% | +146.1% | +102.5% |
| 5Y | -45.0% | +89.5% | -134.5% | -66.7% |
| All | -29.4% | +149.7% | -179.1% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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