-17.4%
AFRM vs RVMD
+579.5%
-596.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -7.0% | +1.0% | -8.0% | -7.4% |
| 30D | -7.8% | +6.4% | -14.2% | -10.9% |
| 3M | +5.3% | +34.9% | -29.6% | -9.1% |
| 6M | +42.6% | +107.6% | -64.9% | -4.3% |
| YTD | -2.8% | +163.7% | -166.5% | -44.8% |
| 1Y | -19.3% | +439.2% | -458.5% | -70.0% |
| 3Y | +231.0% | +499.2% | -268.2% | +1.0% |
| All | -17.4% | +579.5% | -596.8% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling