-29.3%
AFRM vs RVTY
+3.5%
-32.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -34.5% |
| 6M | +3.9% | +56.7% | -52.8% | -34.4% |
| YTD | -8.5% | +60.7% | -69.2% | -44.8% |
| 1Y | +3.3% | +73.7% | -70.4% | -42.9% |
| 3Y | +213.7% | +82.8% | +131.0% | +44.4% |
| 5Y | -58.5% | -7.0% | -51.5% | -50.5% |
| All | -29.3% | +3.5% | -32.8% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling