-13.3%
AFRM vs RVTY
+74.8%
-88.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.0% | -2.6% |
| 7D | -8.4% | -2.7% | -5.7% | -7.2% |
| 30D | -18.3% | +3.2% | -21.5% | -19.9% |
| 3M | -12.7% | +37.2% | -49.9% | -26.7% |
| 6M | +3.0% | +57.7% | -54.7% | -20.9% |
| YTD | -11.4% | +64.8% | -76.2% | -33.9% |
| 1Y | -13.3% | +72.8% | -86.2% | -37.5% |
| All | -13.3% | +74.8% | -88.1% | -37.5% |
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