-29.3%
AFRM vs RY
+189.2%
-218.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -0.1% |
| 7D | -7.3% | -0.9% | -6.4% | -5.6% |
| 30D | -9.6% | +5.9% | -15.4% | -17.5% |
| 3M | -11.1% | -4.3% | -6.8% | -4.7% |
| 6M | +3.9% | +12.1% | -8.3% | -15.7% |
| YTD | -8.5% | +20.3% | -28.8% | -34.0% |
| 1Y | +3.3% | +41.0% | -37.7% | -43.8% |
| 3Y | +213.7% | +157.5% | +56.2% | -41.6% |
| 5Y | -58.5% | +123.2% | -181.7% | -89.1% |
| All | -29.3% | +189.2% | -218.5% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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