-56.0%
AFRM vs RSG
+99.6%
-155.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | +2.5% | -6.9% | -5.6% |
| 30D | -7.7% | +12.7% | -20.4% | -13.6% |
| 3M | -16.9% | +17.9% | -34.8% | -24.3% |
| 6M | +2.5% | +25.0% | -22.5% | -10.9% |
| YTD | -12.5% | +20.8% | -33.3% | -23.1% |
| 1Y | -11.0% | +24.3% | -35.3% | -23.9% |
| 3Y | +184.6% | +65.3% | +119.3% | +71.9% |
| All | -56.0% | +99.6% | -155.6% | -79.7% |
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