-29.3%
AFRM vs RVMD
+463.3%
-492.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.6% | -5.5% |
| 7D | -8.0% | -0.7% | -7.3% | -7.7% |
| 30D | -9.8% | +0.3% | -10.1% | -10.4% |
| 3M | +4.7% | +38.9% | -34.2% | -10.5% |
| 6M | +34.1% | +108.1% | -74.0% | -8.8% |
| YTD | -8.4% | +160.7% | -169.2% | -46.5% |
| 1Y | -22.9% | +407.3% | -430.2% | -68.9% |
| 3Y | +203.3% | +546.6% | -343.3% | -5.7% |
| 5Y | -26.0% | +579.8% | -605.8% | -81.2% |
| All | -29.3% | +463.3% | -492.6% | -79.2% |
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