-55.8%
AFRM vs RVTY
-11.6%
-44.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.2% | -2.2% |
| 7D | -5.5% | +4.1% | -9.6% | -9.1% |
| 30D | -15.5% | +1.3% | -16.8% | -17.4% |
| 3M | -10.3% | +33.3% | -43.6% | -33.5% |
| 6M | +0.6% | +58.3% | -57.7% | -38.1% |
| YTD | -11.5% | +62.7% | -74.2% | -48.5% |
| 1Y | -16.6% | +67.2% | -83.8% | -53.3% |
| 3Y | +193.5% | +87.3% | +106.2% | +22.5% |
| 5Y | -55.8% | -13.4% | -42.4% | -38.0% |
| All | -55.8% | -11.6% | -44.2% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling