-32.4%
AFRM vs RVMD
+367.3%
-399.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.1% |
| 7D | -4.4% | -10.4% | +6.0% | 0.0% |
| 30D | -7.7% | -11.0% | +3.3% | -3.7% |
| 3M | -16.9% | -14.7% | -2.2% | -12.4% |
| 6M | +2.5% | +14.9% | -12.4% | -6.2% |
| YTD | -12.5% | +116.3% | -128.8% | -45.3% |
| 1Y | -11.0% | +167.6% | -178.6% | -50.3% |
| 3Y | +184.6% | +776.8% | -592.2% | -20.4% |
| 5Y | -56.3% | +424.8% | -481.1% | -87.8% |
| All | -32.4% | +367.3% | -399.7% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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