-31.6%
AFRM vs RVTY
+6.2%
-37.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.0% | -2.2% |
| 7D | -8.4% | -2.7% | -5.7% | -6.3% |
| 30D | -18.3% | +3.2% | -21.5% | -21.4% |
| 3M | -12.7% | +37.2% | -49.9% | -36.3% |
| 6M | +3.0% | +57.7% | -54.7% | -35.2% |
| YTD | -11.4% | +64.8% | -76.2% | -47.8% |
| 1Y | -13.3% | +72.8% | -86.2% | -51.8% |
| 3Y | +194.0% | +89.8% | +104.2% | +30.6% |
| 5Y | -50.6% | -8.4% | -42.2% | -41.0% |
| All | -31.6% | +6.2% | -37.7% | -24.4% |
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