-29.3%
AFRM vs RVMD
+421.5%
-450.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.2% | -10.5% | -5.8% |
| 7D | -7.3% | +0.5% | -7.8% | -7.8% |
| 30D | -9.6% | -4.3% | -5.3% | -8.7% |
| 3M | -11.1% | -2.8% | -8.3% | -11.4% |
| 6M | +3.9% | +27.3% | -23.4% | -9.0% |
| YTD | -8.5% | +141.4% | -149.9% | -45.3% |
| 1Y | +3.3% | +213.3% | -210.0% | -46.1% |
| 3Y | +213.7% | +792.7% | -578.9% | -12.3% |
| 5Y | -58.5% | +470.6% | -529.1% | -88.8% |
| All | -29.3% | +421.5% | -450.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling