-58.3%
AFRM vs RVTY
-7.4%
-50.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.1% | -4.8% |
| 7D | -7.3% | -1.2% | -6.1% | -7.1% |
| 30D | -9.6% | +1.0% | -10.6% | -11.3% |
| 3M | -11.1% | +35.8% | -46.9% | -35.3% |
| 6M | +3.9% | +56.7% | -52.8% | -35.6% |
| YTD | -8.5% | +60.7% | -69.2% | -46.0% |
| 1Y | +3.3% | +73.7% | -70.4% | -44.4% |
| 3Y | +213.7% | +82.8% | +131.0% | +34.7% |
| All | -58.3% | -7.4% | -50.9% | -43.8% |
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