-32.4%
AFRM vs RVTY
+3.0%
-35.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | +0.4% |
| 7D | -4.4% | -0.5% | -3.9% | -4.1% |
| 30D | -7.7% | +1.5% | -9.2% | -10.0% |
| 3M | -16.9% | +31.5% | -48.3% | -36.9% |
| 6M | +2.5% | +62.7% | -60.2% | -37.5% |
| YTD | -12.5% | +60.0% | -72.5% | -47.1% |
| 1Y | -11.0% | +65.7% | -76.7% | -48.5% |
| 3Y | +184.6% | +85.2% | +99.4% | +28.9% |
| 5Y | -56.3% | -14.9% | -41.4% | -45.0% |
| All | -32.4% | +3.0% | -35.5% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling