-17.7%
AFRM vs RSG
+91.5%
-109.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +3.1% | -0.7% | +3.8% | +3.5% |
| 30D | -4.2% | +3.3% | -7.5% | -5.9% |
| 3M | +10.1% | +8.5% | +1.6% | +4.1% |
| 6M | +39.4% | -3.5% | +42.9% | +41.4% |
| YTD | -3.2% | +5.5% | -8.6% | -8.1% |
| 1Y | -16.1% | -1.7% | -14.3% | -16.7% |
| 3Y | +220.8% | +56.9% | +163.9% | +92.9% |
| 5Y | -17.7% | +89.4% | -107.1% | -61.1% |
| All | -17.7% | +91.5% | -109.2% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling