-29.6%
AFRM vs RSG
+182.5%
-212.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.6% |
| 7D | -10.3% | +1.6% | -11.9% | -10.9% |
| 30D | -13.7% | +13.5% | -27.2% | -18.9% |
| 3M | -11.6% | +16.3% | -27.9% | -17.8% |
| 6M | +2.1% | +26.9% | -24.8% | -10.4% |
| YTD | -8.9% | +19.1% | -27.9% | -17.8% |
| 1Y | -9.7% | +21.8% | -31.5% | -20.2% |
| 3Y | +202.5% | +63.5% | +139.0% | +104.0% |
| 5Y | -55.3% | +98.6% | -154.0% | -74.5% |
| All | -29.6% | +182.5% | -212.1% | -49.4% |
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