-19.3%
AFRM vs RVTY
+57.1%
-76.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | -7.0% | +1.1% | -8.1% | -7.4% |
| 30D | -7.8% | +13.2% | -21.0% | -14.0% |
| 3M | +5.3% | +27.2% | -21.9% | -8.8% |
| 6M | +42.6% | +32.4% | +10.2% | +19.2% |
| YTD | -2.8% | +34.9% | -37.7% | -19.6% |
| 1Y | -19.3% | +52.4% | -71.7% | -35.0% |
| All | -19.3% | +57.1% | -76.4% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling