-24.9%
AFRM vs RVMD
+469.6%
-494.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.8% |
| 3M | +5.3% | +34.9% | -29.6% | -8.7% |
| 6M | +42.6% | +107.6% | -64.9% | -2.9% |
| YTD | -2.8% | +163.7% | -166.5% | -43.5% |
| 1Y | -19.3% | +439.2% | -458.5% | -68.5% |
| 3Y | +231.0% | +499.2% | -268.2% | +7.9% |
| 5Y | -22.2% | +621.7% | -644.0% | -80.6% |
| All | -24.9% | +469.6% | -494.5% | -78.0% |
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 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