-35.4%
RBLX vs AFRM
-17.8%
-17.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +8.1% | -8.5% | +16.6% | +11.1% |
| 30D | +23.9% | -11.4% | +35.3% | +28.2% |
| 3M | +8.1% | +8.2% | -0.1% | +5.4% |
| 6M | -23.7% | +36.6% | -60.3% | -31.7% |
| YTD | -44.6% | -8.7% | -36.0% | -44.2% |
| 1Y | -66.2% | -19.9% | -46.3% | -65.0% |
| 3Y | +54.7% | +202.6% | -147.9% | -17.5% |
| 5Y | -48.9% | -45.0% | -3.9% | -68.6% |
| All | -35.4% | -17.8% | -17.6% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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